Economic Outlook & Risk Management Seminar Beijing
Tuesday, December 3, 2019
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09:00 – 09:10    欢迎辞 Welcome Address

                 »  孙亮 – 副总监 George Sun-Associate Director

09:10 – 09:55     中美贸易战背景下的宏观经济走势 Macroeconomic outlook amid trade war

• 受贸易战影响全球经济增长放缓

       Global economic growth is slowing due to the trade war

• 贸易战将深远影响中国经济,增速下降有可能成为长期现象

       The trade war compounds the long-term deceleration of China’s growth

• 中国预期将有能力控制住局面,防止进一步的经济恶化

       China should be able to navigate through the trade war, barring any further escalation

• 高债务水平将制约消费支出及商业投资

       High levels of debt constrain consumer spending and business investment

            »  Steve Cochrane, 亚太区首席经济学家 Chief APAC Economist

09:55 – 10:25     全球政治经济不确定性增加背景下的风险管理实践 Risk management under uncertain economic/political outlook 

• 潜在的货币贬值风险和国别政治/经济风险增加了全球经济的不确定性

       Potential currency-depreciation risk and country-specific political/economic risk add to the uncertain global outlook

• 穆迪分析的“全球宏观经济模型”、“国别风险模型”、“汇率风险模型”可以度量这些风险,并与公司层面的“信用风险模型”相整合

        These risks can be measured via the Moody’s Analytics Global Macro Model, Country Risk Model and Currency Risk Model, and incorporated into credit risk models

        »  邓曙,总监,商业分析 Deng Shu, Director, Business Analytics

10:25 – 10:45     茶歇

10:45 – 11:15     综合风险管理框架 Holistic risk management approach

• 需要从一个整体的视角综合考量机构所面临的风险,以达成风险管理的稳定性及统一性

        Robust and consistent risk management requires a holistic modelling landscape that aims at a single view of risk across an institution

• 这样的视角应包括风险模型的宏观经济情景及有效的早期预警系统

        That view should incorporate macroeconomic conditions for risk models and adequate early warning systems

• 流动性、利率头寸和减值的前瞻性模型应适合机构的独特业务模式和风险敞口

        Forward-looking models for liquidity,interest rate position, and impairments should be tailored to institutions’unique businesses and exposures

         »  Olga Loiseau-Aslanidi,风险建模主管,Head of Risk Modelling, Business Analytics, APAC    

11:15 – 11:45      模型及策略监控平台 Model & strategy monitoring platform

• 银行在风险建模方面面临着两大挑战:·       

        Banks face two challenges to risk modelling:


        How to build a robust model efficiently and accurately


• 我们将介绍有效客制化、自动化模型开发的方法,并探索算法、模型监控及迭代的最佳实践

        We will introduce methods to efficientlycustomize and automate the process of model development, algorithm exploring,model monitoring and model iteration

    »  陈一翔,助理总监 ChenYixiang, Assistant Director, Economist

11:45 – 11:50        闭幕辞 Closing Remarks

            »  孙亮 – 副总监 George Sun- Associate Director



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Steve Cochrane
Chief APAC Economist
Economic Solutions Group

Moody's Analytics

Moody's Analytics

Economic Solutions Group
Chief APAC Economist
Steve Cochrane
Olga Loiseau-Aslanidi
Head of Risk Modelling at Economics and Business Analytics APAC

Moody's Analytics

Moody's Analytics

Head of Risk Modelling at Economics and Business Analytics APAC
Olga Loiseau-Aslanidi