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.
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