agenda
agenda
Financial Risk Decisions Using COVID-19 Forecasting Models | Agenda
Agenda timing is in HKT/SGT
08:45 – 09:00
Registration
10:00 - 11:00
09:00 – 10:00
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
10:00 – 10:15
break
10:00 - 11:00
10:15 – 11:15
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
- e.g. EUR/USD, CDX IG 5Y INDEX, S&P 500, US 10-year treasury bond yield, US GDP grwoth
11:15 – 11:15
End of Day 1
10:00 - 11:00
09:00 – 10:00
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
10:00 – 10:15
break
10:00 - 11:00
10:15 – 11:15
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
11:15 – 11:15
End of Day 2
10:00 - 11:00
09:00 – 10:00
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
10:00 – 10:15
break
10:00 - 11:00
10:15 – 11:15
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
11:15 – 11:15
End of course
10:00 - 11:00