Sovereign debt restructuring increasingly intersects with systemic risks such as climate volatility, pandemic shocks, and geopolitical instability. Traditional macroeconomic models often fail to capture the complex, forward-looking impacts of these compounding threats. Scenario-based modelling offers a dynamic tool for stress-testing fiscal positions, estimating contingent liabilities, and forecasting resilience pathways under different risk trajectories. This question invites expert input on how simulation models can be structured to inform negotiations, policy planning, and risk-adjusted restructuring mechanisms. Key issues include integrating climate and disaster risk data, modeling policy trade-offs, and aligning outputs with debt sustainability frameworks and multilateral creditor expectations.