Navigating Geopolitical Event Risk: A Practical Framework for Credit, Market and Supply Chain Exposures

Geopolitical shocks, such as the Middle East conflict and energy disruptions to trade route blockages create an information environment that is increasingly fast moving, interconnected, and difficult to assess in isolation. Furthermore, there are few historical precedents to shape likely outcomes and contagion effects – hence having a disciplined game plan, balanced with agile execution, can enhance our ability to respond to such rapid changes. For risk, credit, and investment teams, the challenge is not just understanding what is happening, but how such events transmit across economies, sectors, entities, and portfolios in real time.

In this 60 minute webinar, S&P Global Market Intelligence will walk through a practical, end to end framework for geopolitical event risk assessment, showing how our integrated ecosystem of Global Intelligence, Credit Analytics, RatingsDirect, and AI enabled tools helps organizations identify exposures, quantify impact, and respond with confidence as events evolve.

Using real world examples, including energy and maritime disruption risks, we will share some of our thinking on the following:

• Considerations going into building and updating macroeconomic scenarios
• Macro scenario modelling and early warning signals framework with a credit lens
• An over-arching framework, powered by AI and illustrated with a live example, to accomplish macro, industry and entity impact analysis within hours.

Speakers

Alexia Ash

Director, Risk Quantification, Country Risk
S&P Global Market Intelligence

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Michelle Cheong

Head of Thought Leadership, Credit Solutions
S&P Global Market Intelligence

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Arsene Lui (CFA/FRM)

Lead, Quantitative Modeling
S&P Global Market Intelligence

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Hangyu Ma

Credit Analytics, ESG and Climate Risk
S&P Global Market Intelligence

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