As AI moves deeper into core risk functions, the questions institutions face are no longer about whether to adopt it, but how to govern it. Meanwhile, geopolitical fragmentation is producing scenarios with no historical analog in any model's training data, and digital assets have moved from the margins of the balance sheet to the center of it. Individually, each of these shifts would reshape how risk is managed. Yet in today’s landscape they're converging on risk leaders all at once, with few existing frameworks equipped to handle them simultaneously.

GARP’s Financial Risk Symposium returns to New York in 2027 on March 3–4, bringing together CROs, heads of risk, academics, industry advisors, and regulators to make sense of what that convergence means in practice. 
This year's program opens with a keynote from Robert F. Engle, Co-Director of the Volatility and Risk Institute and Professor Emeritus of Finance at NYU Stern, on systemic risk in an age where the models agree and the system breaks anyway. From there, two days of panels, debates, and technical breakouts focus on the problems practitioners are encountering day-to-day as well as the best practices emerging around them.

Top themes include:

• Convergence in Practice: A CRO panel on managing AI, cyber, geopolitical, and regulatory risk as intersecting forces rather than separate workstreams, and what it means when the economic environment is straining all of them at once.

• The Frontier AI Debate: Should governments regulate the release of frontier AI models? A structured, main-stage debate with live audience polling. Debaters will weigh the EU AI Act, the NIST AI Risk Management Framework, and proposed and enacted state-level legislation, and ask whether the greater risk lies in regulating too early or too late.

• Model Risk Management for the AI Era: As AI tools take on a wider range of roles across the risk function, what does validation, governance, and SR 26-2 compliance look like when the models in question keep changing shape?

• Digital Assets Come of Age: From a keynote fireside with former CFTC Chairman J. Christopher Giancarlo to a deep dive on stablecoin and tokenization infrastructure under the GENIUS Act, get a clear-eyed look at where digital asset risk sits today.

• Prediction Markets as a Risk Signal: Real-money prediction markets are starting to move ahead of traditional indicators on geopolitical and regulatory outcomes. Should risk managers be watching them, and under what governance?

• Geopolitics Rewrites the Assumptions: We examine stress-testing for scenarios with no precedent, locating geopolitical exposure that doesn't show up in traditional metrics yet, and communicating that risk to boards who don't have a framework for it either.