Phil Ohana

Phil Ohana

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

13:40 - 14:25

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