Explore a comprehensive panel discussion on the evolving landscape of risk measurement and management in financial markets. Delve into the unintended consequences of post-crisis banking regulations, the challenges posed by negative interest rates, and the shift towards absolute-return strategies. Examine how asset managers and banks are adapting to protect themselves from future shocks, and investigate the accuracy of valuations in negative interest rate environments. Consider the impact of mark-to-market valuations and collateral calls on risk dimensions. Analyze whether risk can be reduced or merely shifted, and gain insights into the theory and practice of financial modeling. Learn from expert panelists as they discuss topics such as risk of bubbles, liability risk, corporate balance sheets, macroprudential regulation, bank supervision, stress tests, liquidity, market microstructure, mega funds, and portfolio construction.