Compounding risks—where multiple threats interact across sectors such as climate, finance, health, infrastructure, and governance—present a critical challenge to traditional risk modeling. Foresight simulations offer a powerful approach for exploring these complex interactions, but quantifying them requires interoperable data, sector-specific indicators, and scenario-based logic frameworks. This question invites contributions on methodologies, model architectures, and simulation tools that can represent and quantify non-linear, cascading, and feedback-driven risks across domains. Key considerations include integration of cross-sectoral indicators, use of multi-variable stress testing, and validation approaches for complex foresight models intended for use by governments, financial institutions, and multilateral bodies.