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Summary
Financial institutions are increasingly recognizing climate change implications and its potential impact on their businesses. In response to regulatory and investor pressure, financial institutions are taking steps to incorporate climate financial risk into their risk management frameworks.
In this webinar, we will explore the measures being taken to embed climate-related financial risks into risk management frameworks. We will examine the challenges those financial institutions face in this process, including the need to prepare for the unknown by building in flexibility in the approach to modelling. Finally, we will discuss best practices and strategies for mitigating climate financial risk, including scenario analysis, stress testing, and engagement with stakeholders.
Moderator
S&P Global Market Intelligence
Isabella Vallory
S&P Global Market Intelligence
Associate Director,Credit & Risk Solution
Isabella Vallory joined S&P Global Market Intelligence in 2014. She is a Credit Specialist in the Credit Risk Solutions Department where she delivers climate and credit risk management solutions for institutions of different sizes and specialties with a primary focus in the Americas region. Isabella has led dozens of client engagement projects that focus on development of internal risk rating systems, validation of risk rating and deployment of dozens of Credit Assessment Scorecards representing most major assets classes.
Isabella Vallory joined S&P Global Market Intelligence in 2014. She is a Credit Specialist in the Credit Risk Solutions Department where she delivers climate and credit risk management solutions for institutions of different sizes and specialties with a primary focus in the Americas region. Isabella has led dozens of client engagement projects that focus on development of internal risk rating systems, validation of risk rating and deployment of dozens of Credit Assessment Scorecards representing most major assets classes. Ms. Vallory assists clients to identify risks and opportunities related to climate risk. Prior to this role, she focused on product development, analytical innovation and thought leadership for the U.S.public finance segment. Isa is noted for her award-wining level of client service, thought leadership and project management.
Ms. Vallory is a Sustainability and Climate Risk certificate holder from the Global Association of Risk Professionals (GARP). She holds a Postgraduate Teaching course and a summa cum laude Bachelor Degree of Arts in International Affairs from the University of Salvador (Buenos Aires, Argentina) where she has worked as an Associate Professor teaching International Economics/ Finance.
Speakers
S&P Global Market Intelligence
Prerna Divecha
S&P Global Market Intelligence
Global Head of Market Development for ESG & Climate Credit Risk
Prerna leads the global market strategy for our Climate and ESG-linked Credit & Risk Solutions. She joined S&P Global Market Intelligence in May 2017 as a Director in the Product Specialist team for Credit Risk Solutions, leading efforts in Southeast Asia and Japan. Previously she was at Fitch Ratings where she was part of the Business and Relationship Management team in Singapore managing new business initiatives for the corporate ratings business. Prior to that, she spent 2 years at Standard Chartered on the debt markets desk, where she assisted Indian corporates in issuing debt in G3 and select Asian currencies, such as SGD and JPY. She also spent 7 years in J.P. Morgan’s investment banking team, covering financial institution clients in India. Prerna is a certified Chartered Accountant from India.
S&P Global Market Intelligence
Giorgio Baldassarri, PhD
S&P Global Market Intelligence
Global Head, Analytical Development Group
Giorgio Baldassarri is Global Head of the Analytic Development Group (ADG). His team is responsible for the analytical development, maintenance and on-going validation of all credit risk models and products across Risk Services. These products are used by financial institutions and companies to measure and manage credit risk within regulatory frameworks such as Basel II/III or Solvency II.
Giorgio Baldassarri is Global Head of the Analytic Development Group (ADG). His team is responsible for the analytical development, maintenance and on-going validation of all credit risk models and products across Risk Services. These products are used by financial institutions and companies to measure and manage credit risk within regulatory frameworks such as Basel II/III or Solvency II.
Prior to joining S&P Global Market Intelligence in 2011, Giorgio worked at Barclays for three years as Associate Director in Group Risk (Operational Risk and Credit Risk).
Giorgio holds a Ph.D. in Quantum Mechanics and Semiconductor Physics from Sapienza University of Rome.
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