RISK MANAGEMENT
& PERFORMANCE

RESERVE INSIGHTS: COVID-19 

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Many institutions are scrambling to reassess their qualitative factors for their reserves, as they prepare their financial quarterly statements. Given the acute volatility in economic conditions today, revisiting your Q Factors with insightful analysis on the market and economy is advisable.

PCBB's report, Reserve Insights: COVID-19, includes a regression analysis between unemployment, GDP economic factors and historical, national loss rates. Quarterly losses for 2020 are included in this report for each call code.

Author:
Femi Audifferen, FRM
SVP, Hedging PCBB
Co-Author:
Doug Hensley
SVP & Manager
Advisory Services
PCBB
Co-Author:
Janet Leung
Senior Vice President 
Advisory Services
PCBB
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