When the Model Breaks: Stress-Testing Damages Claims in Volatile and Sanctioned Markets

Presentation

In an era marked by geopolitical uncertainty, sanctions regimes, and volatile market conditions, damages models are facing more pressure and scrutiny than ever before. This session explores what happens when standard economic and financial models no longer hold, and how experts can stress‑test assumptions to produce credible, defensible damages analyses.

Our panel will examine real‑world challenges arising in sanctioned markets, disrupted supply chains, high‑inflation economies, and rapidly shifting regulatory environments. Speakers will share practical methodologies for navigating data gaps, unreliable benchmarks, and unprecedented events, as well as strategies for supporting tribunals when damages models “break.”

Join a room full of arbitration specialists, quantum experts, and disputes lawyers with who you can stay afterward to swap experiences and compare survival strategies over a light lunch.