OVERVIEW
Understanding economic and financial scenarios is essential to effective risk modelling across financial institutions, including banks, credit brokers, and insurers. With a long-standing team of world-class economists and industry-leading modelling capabilities, Absolute Strategy Research is well-placed to provide tailored economic scenarios to support IFRS 9 compliance and broader stress-testing requirements.
CREDENTIALS
Over the last 20 years, ASR has created an extensive suite of quantitative and qualitative tools for examining the interaction between the macroeconomy and financial markets.
These include our Quarterly Asset Allocation survey, which aims to understand the consensus and distribution of current views in the market, and the probabilities that investors are attaching to certain tail risk events.
WHAT'S INCLUDED?
Scenarios
Central forecast and three alternative scenarios (modest upside, modest downside and severe downside), based upon the distribution of outcomes defined by our model. Provided on a quarterly basis.
Core Dynamics
Inspired by models in use at both the IMF and OBR, with extensions providing the granular detail necessary to conduct comprehensive analysis. Household and business behaviour, labour market conditions, the impact of fiscal and monetary policy, inflation dynamics, the housing market, and external trade are all modelled directly.
Proprietary Indicators
​We complement our written research product with a suite of proprietary indicators:
â–ª Nowcast models combine a large number of economic data series to provide a single, daily measure of the underlying
strength of economic growth.
â–ª Our leading indicators are designed to provide a six to twelve-month lead on turning points in the industrial cycle.
â–ª Recession probability models quantify the risk of a downturn over a six-month horizon.
â–ª Our financial cycle indicators assess where we are in the longer-term financial / leverage / asset price cycle.
SERVICES
Absolute Connect Webinars
At least once a month, our weekly Absolute Connect Webinars will have an Economics and Asset Allocation focus.
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Dedicated Account Manager
Dedicated account manager committed to understanding our clients' unique needs and ensuring a seamless experience. With personalised support, we to build lasting relationships to help achieve their goals.
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Portal Access
Convenient access to all research and webinar recordings from within ASR's online Portal, complemented by email updates to keep you informed.
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CONTACT US
We would love to hear from you.
Speak with our team to learn how our IFRS 9 Scenarios and our wider research offering would work for you.