agenda

agenda

Financial Risk Decisions Using COVID-19 Forecasting Models | Agenda

Agenda timing is in HKT/SGT

08:4509:00

Registration

10:00 - 11:00

09:0010:00

Overview of COVID-19 Pandemic Forecasting Models

10:00 - 11:00

  • Mechanistic Models – SEIR
  • Mechanistic Models – Agent based
  • Statistical Models
  • Forecasting using an “ensemble” or “suite” of COVID-19 models

10:0010:15

break

10:00 - 11:00

10:1511:15

Evidence of accuracy of COVID-19 model predictions

10:00 - 11:00

  • As pandemic progresses, changes in outputs of COVID-19 models
  • Usefulness of forecasting model outputs as inputs for financial forecasting
    • e.g. EUR/USD, CDX IG 5Y INDEX, S&P 500, US 10-year treasury bond yield, US GDP grwoth
       

11:1511:15

End of Day 1

10:00 - 11:00

09:0010:00

Overview of COVID-19 Lockdowns

10:00 - 11:00

  • COVID-19 model evidence lockdowns reduce prevalence of COVID-19
  • Teasing out ‘active’ components of lockdowns using COVID-19 models
    • Education about prevention and containment
    • Access to testing and healthcare
    • Legislation and regulation
    • Measurement and feedback
    • Leaders who are role models
  • COVID-19 model predictions beyond lockdown period
    • Without a vaccine, restrictions on workplaces and fear of another lockdown

10:0010:15

break

10:00 - 11:00

10:1511:15

Using COVID-19 models to determine

10:00 - 11:00

  • Lockdowns that both protect against pandemic and re-start economy
  • Lockdown effect on COVID-19 prevalence across jurisdictions
  • From pandemic waves to outbreak control
  • Businesses whose revenues most effected by pandemic
  • Mitigation approaches that minimize effect both on health and economy

11:1511:15

End of Day 2

10:00 - 11:00

09:0010:00

Overview of trusted outputs of COVID-19 models

10:00 - 11:00

  • Assumptions behind COVID-19 models
  • Quality of data inputted into COVID-19 models
    • Data identification
    • Data modelling
    • Baseline data
    • Treatment effects including vaccines
    • Risk factors
    • Data incorporation
    • Assessment of uncertainty
    • Methodological
    • Structural
    • Heterogeneity
    • Parameters

10:0010:15

break

10:00 - 11:00

10:1511:15

Interpretation of COVID-19 model outputs and relevance for financial forecasting

10:00 - 11:00

  • Multi-country data sources essential for COVID-19 models
  • Transparency about COVID-19 models
  • Moving COVID-19 models beyond standard decision metrics
  • Forecasts with time-varying COVID-19 mitigation approaches

11:1511:15

End of course

10:00 - 11:00