Intel Blog

Community Bank Exclusive – Invictus to Help Banks with Expedited COVID-19 Stress Scenarios

Written by Adam Mustafa | Mar 17, 2020 5:06:18 PM

Dear Friends, As the COVID-19 crisis unfolds, we are all in the dark with respect to the ultimate impact on the economy. I have seen a myriad of predictions, ranging from the avoidance of a recession altogether (hard to imagine) to a deep recession that could be even worse than the 2008 Financial Crisis, and everything in between.

The bottom line is that nobody knows what is going to happen, and we at Invictus don’t, either. But we also know that the smart thing for community banks to do is “hope for the best, but plan for the worst.” And now is the time to prepare for the worst-case scenario.

In the spirit of helping banks strategically plan for the worst, we have created a new set of stress tests tailored for the economic impact triggered by the containment of the COVID-19 virus. These stress scenarios will utilize the Federal Reserve’s Severely Adverse Case scenario as a starting point but will be further adjusted to reflect the reality of the coronavirus situation. Invictus has been able to quickly model these scenarios because of its robust proprietary technology and the unique data it has captured in its BankGenome™ intelligence system over the last decade.[1] Features of these new scenarios include:

  • Enhanced stress on loans associated with selected industries such as hospitality, oil & gas, retail, manufacturing, and restaurants, as well as unfunded lines of credit
  • Expected compression of the net interest margin associated with the Fed’s recent return to zero-interest-rate policy and quantitative easing
  • A second scenario that reflects more of a moderate downturn (formerly known as the “Adverse Case Scenario” that is no longer required by the Fed for the large banks
  • Additional customizations as necessary and in collaboration with your bank’s management team

The overall goal here is to help CEOs answer the following three questions:

  1. “What does my bank look like if we have a deep recession?”
  2. “How much exposure do I have to high-risk industries and which loans should we prioritize?”
  3. “How should I adjust my strategic and capital plans?”

As a reminder, this service is a consulting solution. Invictus gives you a dedicated team of experts to help guide the process from beginning to end. Software “solutions” that leave you to your own accord are not appropriate right now unless you already have your own stress testing department.

Our stress tests are driven by loan-level information but encompass a complete analysis of your P&L, balance sheet, and regulatory capital levels. Reports will include a board presentation with key findings and recommendations, detailed supporting schedules and pro forma financial statements. Loan-level results will include a “High Risk Watch List” of loans that would have the most material impact on the bank’s capital under stress. As consultants, we will bring leadership, technology, expertise, and manpower to this process.

Given the high demand for this service, we have developed a process to provide you with expedited results in as little as three weeks. This will arm the CEO with the ability to effectively communicate the bank’s position with their board of directors at the next board meeting.

If you are interested in learning more, please email me directly, reach out to your primary Invictus contact or send an email to info@invictusgrp.com with your name, bank, and contact information. You will receive a same-day response from one of our team members.

Please know that we will continue to adapt, evolve, and adjust scenarios and analytics as the crisis evolves. Remember that these stress scenarios are not predictions, only adverse scenarios that are directionally possible. We believe that this is the time to avoid making the same mistakes many banks made during the 2008 Financial Crisis. Be better safe than sorry. And as I said earlier, let's hope for the best and plan for the worst.

Regards,

Adam Mustafa
Chief Executive Officer

[1] BankGenome™ includes loan-level information collected from community banks across the U.S.