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About This Webinar
For all the focus on 'VUCA' stress-testing, the first half of 2020 has thrown up a range of challenges not frequently captured in buy-side scenario analyses. This panel will discuss key lessons from the recent crisis with respect to scenario analyses, stress-testing and modeling; along with key exogenous and endogenous risks that are facing investment managers for the foreseeable future.
Agenda
  • Has there been an undue focus on over-quantification of ‘easier to model’ risks, to the detriment of harder to measure blind spots that has negatively impacted performance?
  • From theory to practice: How can bespoke scenario analyses and stress tests contribute to better investment decision-making and risk management?
  • What are lessons from Covid-19 with respect to scenario analyses and stress-testing, and what should investment managers be testing going forward?
  • What are the risks associated with “TINA” (There Is No Alternative)?
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