Forecasting credit losses during and post-COVID19.

The financial services industry heavily relies on statistical models to measure risk. Forecasting the input parameters can be challenging in the best of times. But how do you model an event that has no historical precedent? In this webinar we will explore the assumptions and provisions that the Australian Banks have reported on and how this may evolve over coming reporting cycles.  

Join this session if you are

- responsible for stress testing

- responsible for accounting for expected credit losses

- involved in credit risk and provisioning

- responsible for balance sheet management or ALM

- responsible for capital management 

Can't make it on the day? No problem - please register anyway and we will share a recording of the event with you.