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How to include the impact of post-Covid defaults in IRRBB and funding analytics

The next episode will walk you through a ‘how to’ on adjusting Funding Plans, NII Forecasts and EV projections for defaulted loans.

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Click to register for the on-demand.
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The next episode of the Practical Steps in Solving ALM Problems Series will walk you through a ‘how to’ on adjusting Funding Plans, NII Forecasts and EV projections for defaulted loans.   This webinar will cover:

  • Setting up scenarios with real-world prepayment, LGD and PD models;
  • Generating cashflows including forecast prepayment and default amounts;
  • A practical demonstration incorporating such credit impacts into Funding Gaps and Earnings & Economic Value analytics.

Speaker: Karen Moss | Director, BSM Franchise, RFS

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