Managing Inflation Risk: Strategies, Models and Key Lessons Learned

The current inflationary environment has had a material impact on organizations and created a range of challenges for Financial Risk Managers (FRM®).

Drawing on the results of a recent GARP Risk Snapshots survey completed by 350 FRMs worldwide, Bill May, GARP’s Global Head of Certifications and Educational Programs, will moderate a panel discussion of the financial risk impacts of inflation. The experts will explore a range of topics including: 

• The efficacy of models in predicting the current inflationary environment
• Strategies for addressing unanticipated inflation; adjustments to models, scenario analyses, or stress tests going forward to accommodate higher inflation
• The usefulness of derivatives for hedging inflation risk directly or indirectly
• The impact on asset allocation
• Inflation and interest rate expectations
• Key lessons learned

Speakers

Til Schuermann, Partner, Oliver Wyman

Joyce Chang, Chair of Global Research, J.P. Morgan

Moderator

William May, SVP, Global Head of Certifications and Educational Programs, GARP