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Summary
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
S&P Global Market Intelligence
Alexia Ash
Director, Risk Quantification, Country Risk
Alexia Ash is a quantification expert within the country risk team at S&P Global Market Intelligence, responsible for country risk projects and quantitative inputs, where translation across risk metrics and benchmarks are required.
Alexia is experienced at using methods including risk indexing, stochastic processes, Bayesian modelling, and regression analysis. She was on the development team for Every Point on the Planet (EPOP), the firm's flagship country risk mapping tool. She has worked on projects for private sector clients to provide probabilistic modelling of terrorist attacks by specific location and time frame; to design methodology to identify percentage probabilities for scenarios affecting food and water security in the Middle East; and to model the impact of economics and country risk on asset investments.
Alexia holds a Bachelor of Arts in mathematics, as well as a Bachelor of Arts in political science from the University of Florida in the United States, and Master of Science in global political economy from the London School of Economics (LSE), United Kingdom.
S&P Global Market Intelligence
Hangyu Ma, CFA, FRM
Credit Analytics, ESG and Climate Risk
Based in Singapore, Hangyu is a Senior Quantitative Modelling Analyst in the Analytic Development Group (ADG). Hangyu focuses on quantitative credit risk analytics and engages in research & development of novel risk management and forecasting solutions, including ESG and climate change risk. Prior to joining S&P Global Market Intelligence in 2016, Hangyu worked at China Construction Bank. He has experience in credit risk and market risk. Hangyu holds a MSc in Financial Engineering from the National University of Singapore, a BSc in Economics (Finance) and a BA in Environmental Management from Renmin University of China. Hangyu is also a CFA® charterholder and a certified FRM.
S&P Global Market Intelligence
Michelle Cheong
Head of Thought Leadership, Credit Solutions
Michelle P Cheong is Head of CreditPro® Product, Credit Solutions, where she owns product development, quality assurance, strategy, go to market, thought leadership and customer experience globally. Prior to joining S&P Global Market Intelligence, Michelle was a portfolio manager in Barclays Global Investors, State Street Global Advisors and Goldman Sachs Asset Management with responsibility of AUM up to USD 1bn; where she focused on alpha, portfolio construction and risk research. Michelle has a Bachelors in Mathematics and Economics (with Distinction) and Masters in Financial Engineering from Cornell University. She has also completed the All But Dissertation at the Ph.D. program in Finance at Nanyang Business School, Singapore.
S&P Global Market Intelligence
Arsene Lui
Senior Quantitative Analyst
Arsene Lui is a Senior Quantitative Analyst in the Analytic Development Group, based in London. Arsene focuses on quantitative research and analytical development of various credit risk models, which are used by financial institutions and other credit-sensitive entities to manage their credit exposures.
Arsene is one the key developers of S&P Global Market Intelligence Credit Analytics Platform, which covers a set of cutting-edge models for the credit risk assessment of rated and unrated, public and private companies across the globe. Arsene is the major developer of CreditModel™, PD Model Fundamentals, PD Model Market Signals, PaySense, and Climate RiskGauge.
Arsene regularly speaks at internal and external organized webinars and writes thought leadership articles on topics including credit trends, default study, trade credit, and climate risk.
Arsene joined S&P Global Market Intelligence in 2018 in London, UK. Arsene holds a BSc in Quantitative Finance from The Chinese University of Hong Kong and a MSc in Scientific Computing from Ruprecht Karl University of Heidelberg. Arsene is a CFA Charterholder and a Certified FRM.
Questions?
Please contact us if you need more information or have trouble accessing the webinar.