COVID-19 scenario analysis - An unexpected stress test in 2020

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infod-fine.de

Stress tests are the established tool for analysing the impact of exceptional events on balance sheets, business models and fundamental viability of a financial institution. The current situation is exceptional in many respects: It includes restrictions to social and economic life. As of yet, common stress-testing scenarios do not consider this particular kind of economic emergency restriction. d-fine is developing macroeconomic scenarios about the COVID-19 pandemic focused on its impact on financial services. Main risk factors are the duration of the economic shutdown and the question to what extent a crisis in the real economy affects the balance sheets of financial institutions. To support analyses and to determine relevant key figures we use our proprietary stress testing tool.

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Contact us:
infod-fine.de