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.
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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