GARP Risk Podcast

Calculating Credit Risk: The COVID – 19 Factor


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COVID-19 is having a dramatic impact on the nature of market, credit, financial, and operational risks facing companies. Information about these risks is evolving at a rapid pace. To help risk managers stay informed of the latest developments and address the challenges associated with COVID-19, GARP has launched a podcast series featuring lively discussions with thought leaders and experts.

 

In a suddenly volatile economy, spurred by the coronavirus pandemic, and despite government interventions, bankruptcies and increased defaults will more than likely increase. With new and immature data, produced by this unexpected economic downturn, automated modeling processes will help enhance efficiencies, but data issues will require human judgment for model development. Join Naeem Siddiqi, Senior Advisor in the Risk Research and Quantitative Solutions, SAS and Jerome Caron, Specialist of Analytics Solutions, SAS to take a look at strategic approaches to a calculating Credit Risk in the context of COVID-19.

 

For a related resource on this subject - click here

 

 

 

 

Over the years, GARP and SAS have worked together to bring risk practitioners unique insights on a variety of topics related to financial risk and have partnered on this episode of our COVID podcast series.

About SAS

As a leader in analytics, SAS has more than 40 years of experience helping organizations solve their toughest problems. Our unrelenting commitment to innovation enables banks to modernize and sustain a competitive edge. SAS provides an integrated, enterprise-wide risk-management platform for managing risk in an organization, from strategic to reputational, operational, financial or compliance-related risk management. Learn more about how SAS is driving innovation and business value for risk and finance professionals at www.sas.com/risk.

 

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