Sofitel Singapore City Centre
Level 5 Mempat Room, 9 Wallich St, Singapore 078885
Constructing Trust: The Role of Structured Scenarios in AI-Driven Operational Risk Quantification
May 13, 2026 | 12:00 PM – 2:00 PM
Sofitel Singapore City Centre
In today’s rapidly evolving operational risk landscape, artificial intelligence (AI) is generating both enthusiasm and legitimate questions around governance, reliability, and model risk.
This bespoke roundtable will explore why structured scenarios are a necessary foundation for the responsible and effective use of AI in operational risk quantification.
While conversational AI can generate valuable insights and alternative perspectives, its outputs are inherently non-deterministic. When AI is used to inform probability assessments, impact assumptions, or scenario parameterisation, unstructured interrogation may result in unstable or inconsistent quantitative conclusions.
The discussion will examine how disciplined scenario structures provide a robust interrogation framework — enabling institutions not only to challenge assumptions with external evidence, but also to analyse the range, consistency, and robustness of AI-generated responses in a controlled and auditable manner.
Through illustrative demonstrations, participants will see how AI can augment expert judgement, strengthen scenario design, and ultimately enhance confidence in quantification outcomes.
This bespoke roundtable will explore why structured scenarios are a necessary foundation for the responsible and effective use of AI in operational risk quantification.
While conversational AI can generate valuable insights and alternative perspectives, its outputs are inherently non-deterministic. When AI is used to inform probability assessments, impact assumptions, or scenario parameterisation, unstructured interrogation may result in unstable or inconsistent quantitative conclusions.
The discussion will examine how disciplined scenario structures provide a robust interrogation framework — enabling institutions not only to challenge assumptions with external evidence, but also to analyse the range, consistency, and robustness of AI-generated responses in a controlled and auditable manner.
Through illustrative demonstrations, participants will see how AI can augment expert judgement, strengthen scenario design, and ultimately enhance confidence in quantification outcomes.
Key takeaways
Participants will leave with:
- A clear understanding of why structured scenarios are a prerequisite for the effective and defensible use of AI in operational risk quantification.
- Insight into the inherently non-deterministic nature of AI outputs — and why this requires a disciplined interrogation framework when informing probability and impact assessments.
- A practical perspective on how systematic refutation and corroboration of scenario assumptions, grounded in external evidence, can serve as the engine that strengthens robustness and confidence in quantitative outcomes.
Who should attend?
Senior professionals from banks and regulatory institutions, including:
- Chief Risk Officers and senior risk management leaders
- Heads of Operational Risk and operational risk quantification specialists
- Model Risk, validation and governance professionals
- Senior leaders in data, AI, analytics and innovation
- Regulatory and supervisory professionals overseeing AI and model risk frameworks
Interview with Elseware
Industrialising the challenge process: AI in operational risk scenario analysis
Banks increasingly rely on scenario analysis to inform resilience and capital planning, but defending the assumptions behind extreme loss events remains difficult. Elseware CEO Patrick Naim and Nedim Baruh, managing director and head of operational risk measurement and analytics at JPMorganChase, explain how structured modelling and artificial intelligence could help industrialise the challenge process
See the directions
In partnership with:
