COVID Scenarios for Treasury Risks: Integrating ALM & Liquidity Behavioural Models

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.