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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
Credit Specialist, Credit Risk Solutions
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.
Speakers
S&P Global Market Intelligence
Prerna Divecha
Global Lead, Market Strategy & Development, Climate Linked Credit & Risk Solutions
Prerna is the Global Head of Market Development for ESG & Climate Credit Risk at S&P Global Market Intelligence.
Giorgio Baldassarri
Head of the Analytical Innovation and 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.
Event Support