Macro shocks prompt reset in Apac risk management

From geopolitical tensions and trade tariffs to interest rate volatility and liquidity stress, macroeconomic shocks are reshaping the risk landscape across Asia-Pacific (Apac). Traditional models built on historical correlations are proving increasingly inadequate in a world defined by rapid market shifts and unexpected second- and third-order effects. 

This report explores how Apac banks and market participants are adapting their risk frameworks to this new environment. Industry experts from OCBC Bank, Deriv, Asia X, RAF Laboratory and Bloomberg discuss the limitations of conventional stress-testing, the growing importance of real-time liquidity monitoring and the need for more dynamic modelling approaches capable of capturing complex macro scenarios. 

“We live in a world [of] black swans and fat tails, where you can’t forecast future market movements based on historical value-at-risk and correlations…” 

Download the report to discover how leading institutions are rethinking stress-testing, liquidity management and market risk strategies to remain resilient in an era of heightened uncertainty.