Climate risk integration into credit risk
View AgendaKey reasons to attend
- Examine the impact of climate risk across the credit lifecycle
- Explore strategies for embedding climate risk into credit risk management
- Identify best practices for integrating climate risk into credit decision-making
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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
June 24–26, 2025
Live online. Timezones: Emea/Ameracas
Sessions:
- Introduction to climate risk and the regulatory landscape
- Data collection and management
- Climate scenario analysis and stress-testing for credit risk
- Quantifying the impact of climate on credit risk
- Analytics and reporting to drive credit climate risk
- Case studies: best practices from leading banks
- Integrating climate risk into the credit approval process
- Additional action items
- Group exercise
Tutor:
- Navin Rauniar, Sustainability adviser, PRMIA
Introduction from the tutor
Tutors
Navin Rauniar Risk Learning Faculty
Sustainability adviser
PRMIA
Navin is an ex-banking professional, and most recently was working as a senior leader and practitioner, with 20+ years of banking, corporate, and big four experience. He advises board and CxO members across business and technology, using domain expertise that focuses on sustainability, capital markets, and risk management, driven by prudential regulation in ESG, climate risk, carbon markets, sustainable financing, net zero, and capital management impacting an institutions’ strategy, governance, and implementation.
Navin was most recently leading the sustainability business and technology delivery for TCS and Tata clients. His international experience assisted in building diverse global teams.
Navin sits on a number of government and private industry committees, developing and influencing public policy on sustainability standards. Navin supports the financial markets community via mentoring of professionals and serving as the co-chair of the PRMIA ESG Working Group & PRMIA SteerCo. He is a regular speaker and chair at conferences, as well as a frequent commentator and author to the media on financial market regulations, including a column on sustainability that is published in ILFR.
Pre-reading materials
The Risk.net resources below have been selected to enhance your learning experience:
- Estimating the impact of climate change on credit risk
- Weather, or not: is climate risk just part of credit risk?
- Incorporating climate risk into ALM frameworks for banks
A Risk.net subscription will provide you access to these articles. Alternatively, register for free to read two articles.
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