Back-Testing the GEMS Expert View Calibration — COVID-19 Review
June 10, 2020
The economic stresses from COVID-19 remind us of the value of robust market-risk modeling. Such extreme conditions also provide valuable new data for back-testing model calibrations. Join Conning’s webinar on Wednesday, June 17, 10 a.m. EST, to learn how Conning’s GEMS® Expert View Calibration performed in its ability to capture such an event. To receive our back-testing white paper, click here.