Navigating the Polycrisis:
How Geopolitical Volatility is Reshaping
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From static compliance to strategic resilience: transforming risk management in an era of unprecedented uncertainty

Join us for an in-depth exploration of FIS and CeFPro’s latest research revealing how risk professionals are responding to a fundamentally changed risk landscape.

This webinar unpacks the strategic implications of a critical finding: nearly three-quarters of banks expect moderate to significant instability through 2028, with geopolitical risk now surpassing traditional macroeconomic concerns for the first time.

This on demand session is essential for risk officers, CFOs, treasurers, risk leaders seeking to re-align their institution’s capabilities with an increasingly volatile and interconnected operating environment.

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David Hough
Senior Advisor, Treasury and Risk Management
FIS

David Hough, FCCA, FCT, is a risk expert with over 30 years’ experience in retail and universal banking, focusing on finance, risk, and treasury. He began his career in Tier 1 finance roles such as planning and forecasting, and regulatory reporting, later moving into the overall product leadership , and subsequently management and large-scale business transformation. in G-SIBs, D-SIBs and domestic deposit takers. He has worked in both the commercial and mutual sectors.

For 15 years, David worked as an independent consultant delivering complex global transformations in finance, risk, and treasury, recognized as a natural problem solver, and effective at running large business and technology change teams. And heavily involved in two bank startups through to IPO,  this includes setting up the operating model , Initiated ALCO committees, Data Governance and Operational Risk committee, including delivering BCBS 239,  in tandem with delivering front to back improvements across his domain expertise.

He is a Fellow of both the Association of Chartered Certified Accountants and the Association of Corporate Treasurers.

Steven Claxton
Head of Treasury and Risk Market specialist, Asia Pacific
FIS

Steven Claxton has a 20+ years accomplished Banking (risk management, valuations, and regulation) career across Asia Pacific and the United Arab Emirates. His responsibility at FIS is leading Treasury and Risk (in Asia Pacific as a Market Specialist, which sees him working directly with Banking clients to adapt FIS’ solutions to their strategic priorities.

Steven has worked for systemically important banks such as Standard Chartered Bank and as consultant with KPMG. His experience stretches across value propositions such as capital measurement & planning (ICAAP, Enterprise-Wide Stress Testing), prudential regulation (Basel III, Recovery & Resolution Planning), and behavioural modelling (credit (IFRS9), counterparty credit (xVA), operational, balance sheet (IRRBB) & liquidity).

In 2024, Steven led the International Actuarial Association’s (IAA’s) Artificial Intelligence Task Force (AITF) “The Changing Role of Actuary” workstream, which outlined policies and processes aimed at optimising the Actuary’s role in an AI enabled world.

Doug Baird
Head of Climate Stress Testing
NatWest Bank

I work in the Climate team within the Finance function at Natwest Group, focussing on the embedding of climate risk analytics within scenario analysis and stress testing, as well as our wider Finance Emissions reporting processes. I led the capability build and delivery of the Natwest Group submission in the Bank of England climate stress test (CBES). I have held various other roles in the bank including leading our pension risk team and operational risk capital team. Prior to joining Natwest Group I worked for KPMGs pension consulting business and am a member of the Institute and Faculty of Actuaries.

Agenda highlights

Join us as we explore:

  • The Great Risk Reshuffle – Learn why 59% of institutions now rank geopolitical threats above traditional financial risks

  • From Annual Exercise to Strategic Capability – Explore how 66% of banks are modernizing Risk Appetite Statements

  • Closing the Simulation Gap – Find out why 86% see room to improve scenario analysis and stress testing

  • Regional Divides in Preparedness – Discover how confidence levels vary sharply across global markets

  • From Fire Drill to Strategic Weapon – Learn how leaders unify capital, liquidity, and risk planning for faster decisions

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Key takeaways

What Will You Learn?

  • The Great Risk Reshuffle

    Discover why 59% of institutions now prioritize geopolitical threats over traditional financial risks, and what this means for your strategic planning, credit portfolios, and cross-border operations.

  • From Annual Exercise to Strategic Capability

    Learn how 66% of banks are modernizing their Risk Appetite Statements and why static, judgment-based frameworks can no longer keep pace with interconnected, fast-moving threats.

  • Closing the Simulation Gap

    Understand why 86% of institutions acknowledge their scenario analysis capabilities need improvement, and explore practical approaches to integrated stress testing across capital, liquidity, and earnings.

  • Regional Divides in Preparedness

    Examine striking confidence gaps across geographies, with Asia Pacific institutions nearly three times more likely to anticipate significant disruption than their European counterparts.

  • From Fire Drill to Strategic Weapon

    Learn how leading institutions are integrating capital planning, liquidity stress testing, and risk appetite monitoring into a unified framework that enables faster, sharper decisions when disruption strikes.

  • Strategic Implications of the Findings

    Discover the critical findings to transform your risk management in uncertain environments.

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