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SUMMARY:Share with Peers: best practices to address Covid-19 Impacts
DESCRIPTION:Online GCD member roundtable: Upgrading of Risk Models\, Reduction of Portfolio Risk Exposures and Refining the Pandemic Stress Testing Framework \nPlease register here to get access to login details and to questions shared in advance.  \n\nAgenda:\n\nA – COVID-19 lockdown: is re-opening driving markets now?  \n\nPandemic/macro-economic outlook – to date\nInitial and next government policy responses\, supervisory guidance for prudential/accounting metrics (Reg Cap\, ECL)\nEconomic and financial transmission mechanisms\nDislocation/Recovery for key sectors : Healthcare\, Manufacturing\, Supply Chain\, Trade Finance\, Transportation\, Aviation\, Oil\, Retail Trade\, Hospitality\, Travel\, Entertainment\n	 \n\nB – KNOWLEDGE ROUNDTABLE: \n1. Risk Measurement and Modelling Assumption in Crisis/Re-Opening Context \n\n​Governmental support and defaulted obligors: postponed regulatory compliance?\nUpgrading of risk models\, Re-examination of assumptions built in risk models\nDown-turn impacts on recovery processes\nRegulatory guidance to addressing procyclicality during this crisis\n2. Banks’ actions on portfolio and balance sheet management \n\nActive portfolio and balance-sheet management: selling of underperforming assets\nMobilization of collaterals with central banks\nRestructurings\, Additional drawings\n\n3. Refining the pandemic stress testing framework \n\nPandemic scenario: incorporating epidemiology and infection spread assessments\, anticipation of shutdown measures\nQuantify pandemic scenario’s impact on portfolio relevant economic/financial drivers\nModel conditional rating transition matrices to project impact of economic/financial drivers on banks’ portfolios or segments\nQuantify NPL from stressed risk profile\nQuantify DT Losses\n\n \nContact person: \ndaniela.thakkar@globalcreditdata.org  \nLocation: \nZoom
URL:https://globalcreditdata.org/events/gcd-member-roundtable-credit-risk-impacts-of-covid-19-pandemic/
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