Stress Testing in an Era of Systemic Uncertainty

The Australian financial system has demonstrated resilience through recent periods of economic volatility, yet the latest APRA System Risk Outlook highlights a rapidly evolving risk landscape shaped by geopolitical instability, technological disruption, increasing interconnectedness and emerging systemic vulnerabilities. APRA's recent system-wide stress testing has also shifted the focus from individual institution resilience towards understanding how shocks can propagate across the broader financial system.

This session will provide members with insights from APRA's latest System Risk Outlook and findings from APRA’s inaugural system risk stress testing, including key findings on financial resilience, systemic liquidity, operational disruption and contagion risk. The discussion will then explore how actuaries, risk professionals and financial institutions can translate these emerging themes into practical stress testing, scenario analysis, capital management and risk governance frameworks.

Bringing together APRA, industry leaders and practitioners, the panel will examine how organisations can move beyond traditional stress testing approaches and prepare for increasingly interconnected, non-linear and multi-dimensional risk events.

By registering for the this event, you acknowledge and accept the  Event Registration Terms and Conditions .