Climate risk into credit risk management
About the course
This practical course equips banking professionals with the expertise to assess and quantify the impact of climate risk on credit processes, in line with Basel Committee and European Central Bank (ECB) expectations.
Participants will explore methodologies for integrating climate risk into key credit risk metrics, such as PD and LGD. They will also develop strategies for establishing a robust climate risk rating system for counterparties and integrating climate considerations into credit decision-making processes.
Our expert practitioner will provide a comprehensive review of the evolving regulatory landscape, focusing on developments in the European Union. Through case studies, attendees will examine examples of the real impact of climate risk on credit risk, and collaborate with peers to assess climate risk for a hypothetical financial institution.
Pricing options*:
- Early-bird rate: save up to $800 per person by booking in advance
- 3-for-2 rate: save over $3,000 by booking a group of three attendees
- Subscriber reward: save 30% off the standard rate if you are a Risk.net subscriber
- Season tickets: cost-effective option for groups of 10 or more. Learn more
*T&Cs apply
Learning objectives
- Understand the global regulatory landscape
- Address data collection challenges
- Learn to calculate climate-adjusted probability of default (PD) and loss given default (LGD)
- Align credit risk appetite with sustainability commitments
- Incorporate climate risk into the credit approval process
- Customise stress-testing for your portfolio
Who should attend
Relevant departments may include but are not limited to:
- Credit risk
- Sustainability
- Compliance
- Modelling
- Credit underwriting
- Data management and analytics
- Portfolio management
- Senior leadership
Agenda
Introduction from the tutor
Enquire about:
- Agenda and registration process
- Group booking rates
- Customisation of this programme
- Season tickets options
Accreditation
This course is CPD (Continued Professional Development) accredited. One credit is awarded for every hour of learning at the event.
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