In a webinar hosted by Risk.net, panellists from Scientific Climate Ratings, EDHEC Climate Institute and Amundi discuss the challenges of calculating sovereign climate risk and the steps taken in this direction by Scientific Climate Ratings.
Firms are strengthening data governance, transparency and trust to navigate increasingly complex markets and make investment decisions with greater confidence
This paper introduce the risk diversification mean–variance model: a convergent numerical algorithm for portfolio optimization in a model that mitigates against the risk of drastic market downturns while controlling transaction costs.
Risk Live North America brings together 400+ senior decision-makers from banks, buy-side firms, and regulators for practical sessions that will equip you with the knowledge to navigate an increasingly complex risk landscape.
Get equipped with the knowledge and skills to navigate the complexities of risk management. Explore a wide range of courses covering topics such as AI and machine learning, climate risk and ESG, operational risk, quant and model risk, treasury, capital markets and many more.
17 Aug 2026
23 Sep 2026
Javits Center
