Filippo Macaluso

Head of Market Risk Model Validation, Standard Chartered Bank

All Sessions by Filippo Macaluso

15:35 - 16:15

Evolving Market Risk Frameworks for Structural Volatility

Revisiting risk management frameworks for sustained market uncertainty.

  • Enhancing market risk governance under heightened volatility
  • Aligning trading and banking book boundaries
  • Embedding early-warning systems within market surveillance functions
  • Evaluating tail-risk mitigation strategies