COVID Scenarios for Treasury Risks: Integrating ALM & Liquidity Behavioural Models
The coronavirus outbreak has disrupted economies and markets worldwide.
The impact on bank balance sheets and the economy will depend on the severity and duration of the crisis; it is likely however that scenarios incorporating pandemic impacts will be with us for some time.
Join our experts on this webinar, which will cover:
- Economic impacts of ending government support and coronavirus outbreaks
- Scenarios which integrate these impacts and can be leveraged with ALM behavioural models
- Other contemporary challenges for stress testing, such as IBOR transition
Speakers:
Dr. Juan M. Licari, Managing Director - Chief International Economist, Moody's Analytics
Dr. Petr Zemcik, Senior Director - Economic Research, Moody's Analytics
Dr. Olga Loiseau-Aslanidi, Head of Business Analytics, APAC, Moody's Analytics
Karen Moss, BSM/ALM Senior Practitioner, Moody's Analytics
Presentation slides can be accessed here.
Related Articles
Moody's Analytics Wins Stevie Award for Technical Innovation in COVID-19 Solutions
Moody’s Analytics has won in the 2020 International Business Awards®, earning a Bronze Stevie® Award for “Most Valuable Technical Innovation” (one of several “COVID-19 Response” categories).
RiskFirst Is Now Moody's Analytics
RiskFirst, a leading provider of risk analytics solutions for the asset management and pension fund communities, has rebranded to Moody’s Analytics and forms the core of Enterprise Risk Solutions buy-side capabilities.
Moody's Analytics and RPS Forecast Canadian House Prices to Fall in 2021
According to the latest RPS-Moody’s Analytics House Price Forecasts, house prices in Canada may experience a decline of about 7% at a national level in 2021, as a result of contracted economic activity due to the COVID-19 pandemic.
Europe's Economic Outlook: The Upward Climb
The COVID-19 crisis has taken a severe toll on Europe, leading its economy into its worst-recession on record in the second quarter.
Fundamental Income Selects Moody's Analytics RiskCalc™ and CreditLens™ Solutions
Moody’s Analytics today announced that Phoenix-based commercial real estate (CRE) company Fundamental Income has selected the RiskCalc and CreditLens solutions to evaluate and monitor the credit risk of their commercial tenants.
ABS Suite Web V15 Release and Look Ahead
Please join Moody's Analytics' ABS Suite Product Management Team for a walkthrough of updated features in the recently released Version 15. We will also provide a look ahead on the pipeline for ABS Suite Web.
NBFI Modeling Solution
Learn how our Moody's Analytics NBFI modeling solution can help your organization increase efficiency and gain confidence in your credit risk management process.
Nordic Banks beyond COVID-19: Challenges for credit risk, stress testing and ESG/Climate risk integration
The COVID-19 pandemic has hit various economic sectors across Nordics. The banking sector is no different.
Q&A Moody's Analytics & CNN Business on the U.S. Economic Recovery
We answer additional questions submitted in response to our recent webinar.
Moody's Analytics Wins Best Decision Management Solution at AI Breakthrough Awards
We won this award for the QUIQspread™ solution, our automated financial spreading tool, and for our CreditLens™ credit lifecycle management solution.
