Webinars

Stress Testing the Economic Fallout of COVID-19

Webinar Recording

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Date
June 18, 2020

Stress testing has long been a powerful arrow in the hedge fund and asset manager’s quiver to test how their portfolios may react in extreme market, geopolitical or macro-economic events. In this webinar we stress tested the economic impact of COVID-19 by analyzing four separate scenarios:

  • Successful, speedy recovery and coordinated reopening of the economy
  • Slow recovery and a mismanaged reopening of the economy
  • US economy reopens too early, creating a second wave of the virus
  • A financial crisis created by market overreaction to the pandemic situation

We tested each scenario’s expected impact to the S&P 500 and 10-Year US Treasury yields over the next two years.


Presenters:

Melissa R. Brown
Managing Director, Applied Research
Qontigo

Olivier d’Assier
Head of Applied Research, APAC
Qontigo