Integrating Climate Risks into Credit Risk Portfolios with Climate Credit Analytics
Date:
Thursday, June 10, 2021
Location
On-Demand
Duration:
45 minutes
Climate-related risk is increasingly a focus of governments and regulators across the globe. Central banks and regulators are exploring mandatory climate risk disclosures and climate stress testing, while the Network for Greening of Financial System (NGFS) supports integrating climate risk into financial stability monitoring and supervision. Consequently, commercial banks, insurers, asset owners and asset managers need to consider disclosure and management of climate change impacts and financial risks.
Join S&P Global Market Intelligence and Oliver Wyman to discuss:
Importance of assessing climate-related risks in banks and insurance portfolios and lending practices
Regulatory consensus emerging on climate risk
The use of scenario analysis in disclosure of climate-related risks and opportunities
How Climate Credit Analytics can help with counterparty- and portfolio-level analysis of climate-related financial and credit risks
Namtse NamgyalESG Commercial Lead, Financial Institutions, S&P Global
Namtse leads business development for Financial Institutions in North America and manages key strategic relationships Full Bio
Namtse leads business development for Financial Institutions in North America and manages key strategic relationships helping the financial community integrate environmental considerations into investment strategies.
Namtse’s sustainability work is complemented by almost 20 years of experience in financial services, working directly with Institutional Asset Owners, Sell-side and Buy-side market participants. She holds a Master of Science in Sustainability Management from Columbia University and a Bachelor of Science in Management with a double concentration in Finance and Management Information Systems from Binghamton University, School of Management.
Giorgio BaldassarriGlobal Head, Analytical Innovation & Development Group, S&P Global Market Intelligence
Giorgio is Global Head of the Analytical Innovation & Development Group (AIDG), and is currently based in London. Full Bio
Giorgio is Global Head of the Analytical Innovation & Development Group (AIDG), and is currently based in London. His global team includes 15 permanent members (PhDs, CFAs, FRMs), spread between London, New York, Hyderabad, Shanghai and Singapore. Giorgio is responsible for the analytical development, maintenance and ongoing validation of all credit risk models across S&P Global Market Intelligence’s Credit Analytics, which are used by financial and non-financial corporations to measure and manage credit risk, also within regulatory frameworks such as Basel II/III, Solvency II or new accounting standards as IFRS9 and CECL. His team also supports technical requests by current and perspective users and produces thought leadership pieces and research on credit risk implications of major global events and regulatory trends.
Giorgio holds a Ph.D. in quantum mechanics and semiconductor physics and a magna cum laude Physics degree, and has 20 years experience in quantitative modelling, either carried at Universities (Roma, Dortmund, Southampton) or in the financial services industry (London).
Giorgio is author of several scientific papers in high impact factor journals, and multiple white papers, blogs and thought leadership pieces in financial risk modelling, and is a regular speaker at international risk conferences Minimize
S&P Global Contributor
John T. ColasPartner and Vice Chairman, Financial Services Americas, Oliver Wyman
John T. Colas is a Partner and Vice Chairman of Financial Services Americas at Oliver Wyman.
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