A Look at Stress Testing with COVID-19: What's at Risk?

Published July 2020

With so much uncertainty in the economy today due to the pandemic, your management, board, and regulators are likely asking the same two questions: What loans are at risk? Do you have enough capital?
PCBB's webinar explores how to answer these questions, and reviews two approaches to loan portfolio stress testing: one using multiple regression analysis and the other using note level performance parameters. Join PCBB Advisory Specialist Tom Flournoy and PCBB Product Manager Virginia Robbins, who will provide unique perspectives as a former community bank CFO and COO, respectively. Regardless of your preference – top-down or bottom-up – this short 45-minute session will help.
Key Takeaways:
  • Gain an understanding of different approaches to stress testing during COVID-19
  • Learn about other short-term and longer-term stress considerations
  • Learn how regulator expectations have changed and how to adjust