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Phil Ohana

Global Head of Market Risk, Valuation & Model Audit, UBS

All Sessions by Phil Ohana

11:35 - 12:10

Integrating AI and Stress Testing to Enhance Scenario Design and Forecasting

  • Applying machine learning to expand scenario coverage and realism
  • Combining historical and synthetic data to stress portfolios
  • Measuring performance of AI-driven stress tools against traditional methods
  • Aligning results with governance and board reporting