Pandemic Briefing – Scenario and Stress Testing

As part of a new series of discussion notes called Pandemic Briefings, the Institute’s Stress Testing Work Group has prepared a draft briefing on scenario and stress testing to try help actuaries as advisors, quantify the potential impact of COVID-19.

As the Institute’s COVID-19 Working Group continues to develop useful information for Members regarding the current environment, we have today released the first discussion note in the new series – Pandemic Briefing.

The first briefing aims to provide assistance to actuaries on the use of scenario and stress testing to advise financial organisations on the potential impacts of COVID-19. It is a draft discussion note and will be updated as future developments occur.

This discussion note has been prepared by the Stress Testing Work Group, a group of cross-practice actuaries formed as part of the Institute’s COVID-19 Working Group.

The working group is looking for feedback on the discussion note, including other areas of further development in respect of scenario and stress testing. Members can view the document at the link below and send feedback directly to Paul Nuttall.

Stress Testing Work Group Members

  • Daniel Longden
  • Andrew Matthews
  • Paul Nuttall
  • Estelle Pearson
  • Oliver Wood
  • Peter Yeates

 

Pandemic Briefing – Scenario and Stress Testing

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