Panel: Risk Management in Times of Structural Breaks
RisikoImpulse 2026 conference by RSU – panel discussion on the role of mathematical-statistical risk models in times of growing uncertainty.
Event: RisikoImpulse 2026 Conference, RSU GmbH & Co. KG Date: June 11, 2026
At the second edition of the RisikoImpulse 2026 conference hosted by RSU GmbH & Co. KG, Prof. Dr. Dirk Schieborn took part in a high-profile panel discussing the question: What role do mathematical-statistical risk models play in a time that, in many ways, no longer matches the one we see in the proverbial rear-view mirror? Will everything be rebuilt – or will everything remain different?
Joining him on the panel were Jessica Lawniczak, Dr. Dirk Krupper, Bruno P. and Frank Zimmermann. The discussion was moderated by Ansgar Finken.
Schieborn’s position on the central question: models are not passé – it is the very nature of risk models to measure uncertainty, that is exactly what they are built for. We are currently experiencing a new quality and quantity of uncertainty. Existing models must therefore be reviewed, adjusted and adapted where necessary – with sound judgment and common sense, not merely to please the regulator.
The conference is aimed exclusively at employees of German banks, insurers and institutional investors and addresses, under the guiding theme “Understanding the past, shaping the future,” current topics such as geopolitics, economic stagnation, government investment programs, regulation, artificial intelligence and balance sheet structures.