Jun 2020

  • June 18, 2020

    Webinar Recording | Stress Testing the Economic Fallout of COVID-19

    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.

    Watch the recording here.