GARP 2026 Financial Risk Symposium

Building Tomorrow's Risk Framework Today

In a world defined by deglobalization, regulatory shifts, and rapid technological advancement, risk management frameworks must evolve faster than ever. Based around the theme "New Horizon: Building Tomorrow's Risk Framework Today," the GARP 2026 Financial Risk Symposium brings together risk professionals, regulators, and thought leaders for discussions around the current and soon-to-be critical challenges defining the industry and its stakeholders.

Why Attend

Join us for two incisive days focused on global risk trends, regulatory shifts, the impact of AI and technology on financial risk management, and private and public market dynamics. The symposium features keynote presentations, expert panels, executive roundtables, and concurrent track sessions designed to foster collaboration, innovation, and the sharing of best practices among risk professionals navigating unprecedented complexity and uncertainty.

Key Topics Covered

The symposium addresses critical areas shaping financial risk management:

Financial Markets and Risk Factors: Managing risk in complex and uncertain financial market environments while navigating volatile conditions and evolving market structures.

Geopolitical Risks: Understanding how geopolitical fracturing and economic chokepoints reshape global risk landscapes and organizational exposure.

Innovation and Technology: Exploring digital asset integration, digital currency frameworks, and the evolution of generative AI including threats and safeguards for agentic AI systems.

AI Governance and Cyber Defense: Governing AI in finance at scale while staying ahead of cyber threats through advanced defensive strategies.

Regulation and Compliance: Examining implications of deregulation policies and their impact on risk management frameworks and practices.

Model Risk Management: Addressing model risk challenges in rapidly changing technological and regulatory environments.

Third-Party Risk: Developing resilience playbooks for third-party risk management across complex vendor ecosystems.

Stress Testing and Credit Risk: Implementing approaches to stress testing in uncertain markets and managing counterparty credit in volatile environments.

Private and Public Market Dynamics: Comparing risk management approaches across public and private markets, examining significant risk transfer and private credit markets, and exploring total portfolio management for private and alternative assets.

Conference Experience

This two-day symposium delivers comprehensive programming through multiple engagement formats including CRO perspectives sharing, executive roundtables facilitating peer dialogue, big debates exploring contrasting viewpoints on critical issues, and concurrent track sessions enabling focused learning on specialized topics. The program combines strategic insights with practical implementation guidance while providing extensive networking opportunities for collaboration and best practice exchange.

What to Expect

The GARP 2026 Financial Risk Symposium provides risk professionals with cutting-edge insights on navigating deglobalization, regulatory evolution, and technological transformation. Through keynotes, panels, roundtables, and workshops, participants gain frameworks for building tomorrow's risk management capabilities today while engaging with thought leaders and peers shaping the future of financial risk management across global markets and institutions.