Stress-Testing: Understanding Which Firms Are Most Sensitive to Falling Gas and Energy Prices in Canada

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Location

Calgary AB
Canada

Date
June 12, 2018
Type
Presentation
Event Type
Canadian Conference
Presenters
Glenn Levine
Altaf Ghori
Description

Learning Objective: Explore the impact and the importance of Stress - Testing portfolios to your company and credit departments.

Description: Stress-test a portfolio of counterparties based on a shock to macro-economic variables and observe which firms are most sensitive to a credit risk event. In this session we’ll walk through the relationships between default risk and recessionary conditions, and explore the impact of a stressed economic environment on various credit risk measures (e.g., financial statement ratios, default probabilities, and credit ratings).
1.0 hr CE

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