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COVID-19 STRESS TESTING UPDATE - APRIL 16, 2020

  • Latest Recession Scenarios from ScenarioAI.com
  • Possible adjustments to performance for government assistance programs
  • Potential impacts to CECL "Day 2" calculations
  • Implications of sudden economic changes for robustness of stress test models and scoring models

STRESS TESTING FOR PANDEMICS - FEBRUARY 14, 2020 WEBINAR

 

  • Insights From Modeling During Previous Pandemics
  • Best Practices for Stress Testing During Pandemics
  • How to make models that are robust to changing headlines
  • What to watch for when the stress test becomes the baseline forecast

Stress testing for pandemics:

Lessons from the Hong Kong SARS Recession

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Predicting Economists:

Generating Scenarios for Stress Testing Future Loss Reserves

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