ESG integration into model risk management

  • Climate risk and ESG, Quant and model risk
View Agenda

Key reasons to attend

  • Manage risk with environmental, social and governance (ESG) scores
  • Integrate ESG factors into financial risk modelling
  • Learn about the relation of climate stress-testing to ESG

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Customised solutions

Does your team require a tailored learning solution on this or any other topic?

Working with the portfolio of expert tutors and Risk.net’s editorial team, we can develop and deliver a customised learning to make the most impact for your team, from initial assessment to final review. 

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About the course

Explore the essential elements of ESG modelling strategies at this interactive learning event. Participants will gain a deep understanding of the latest developments, trends and challenges of the ESG landscape. 

Key sessions will teach participants current regulatory requirements and frameworks. Participants will explore practical examples of embedding ESG factors into model risk frameworks by mapping ESG risks. They will connect with tutors and peers through active learning, Q&A sessions and case studies, learning from in-depth content and practical examples.


Pricing options:

  • Early-bird rate: save up to $800 per person by booking in advance*
  • 3-for-2 rate: save over $2,000 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

  • Address ESG risks when utilising artificial intelligence models
  • Align ESG and risk management 
  • Interpret regulatory frameworks, ratings and guidelines
  • Assess the reputational and enterprise risk on sustainable investing  
  • Build a robust ESG model risk framework 
  • Evaluate ESG data needs, sources and challenges 

Who should attend

Relevant departments may include but are not limited to: 

  • Climate risk  
  • Model risk   
  • ESG
  • Risk management   
  • Data management    

 

Agenda

September 9–11, 2024

Live online. Timezones: Emea/Apac

Sessions:

  • Overview of environmental, social and governance (ESG)
    • Regulatory requirements and standards
  • Model risk in physical climate risk models
  • Incorporating ESG factors into model risk frameworks
  • ESG scorecard validation
  • AI governance as part of G
  • Sustainable finance and investing
    • Part one: sustainable investing
    • Part two: sustainable finance agreements and impact
  • ESG data management and sourcing the right dataset
  • Climate stress-testing and its relation to ESG

Tutors:

  • Nasir Ahmad, Managing partner, Basinghall Analytics,
  • Horst Kausch, Partner and chief technology officer, Basinghall Analytics and
  • John Brent, Partner, Basinghall Analytics

View detailed agenda


October 15–17, 2024

Live online. Timezones: Emea/Americas

Sessions:

  • Overview of environmental, social and governance (ESG)
    • Regulatory requirements and standards
  • Model risk in physical climate risk models
  • Incorporating ESG factors into model risk frameworks
  • ESG scorecard validation
  • AI governance as part of G
  • Sustainable finance and investing
    • Part one: sustainable investing
    • Part two: sustainable finance agreements and impact
  • ESG data management and sourcing the right dataset
  • Climate stress-testing and its relation to ESG

Tutors:

  • Nasir Ahmad, Managing partner, Basinghall Analytics,
  • Horst Kausch, Partner and chief technology officer, Basinghall Analytics and
  • John Brent, Partner, Basinghall Analytics

View detailed agenda

Tutors

Dr Nasir Ahmad

Managing partner

Basinghall Analytics

View bio

Nasir is managing partner of Basinghall Analytics and currently leads strategy of the firm, business and solution development.

He specialises in stress-testing and reverse stress-testing, model risk, recovery planning and resolution, capital and liquidity regulation and previous positions include banking book quant at Royal Bank of Canada, trading book quant at Toronto Dominion Bank, director at Arthur Andersen, partner at EY, managing director at BlackRock, advisory lead partner at Parker Fitzgerald.

Nasir has worked on such notable projects as: implementation of a stress-testing orchestration platform, implementation of a new model risk methodology and tool, design of supervisory framework at UK regulator. He has a MSc in Theoretical Physics and PhD in Mathematics from the Swiss Federal Institute of Technology in Lausanne (EPFL).

Dr Horst Kausch

Partner and head of research

Basinghall Analytics

View bio

Horst specialises in risk modelling at financial institutions as well as model risk, with expertise across the full lifecycle and risk architecture. He is an experienced risk professional with a strong focus on model risk across the full spectrum of risk models for regulatory capital and impairments. He is able to communicate complex technical issues in an effective manner to prudential regulators and senior decision makers. He has a proven record of translating strategy into practical solutions delivered with highly engaged distributed teams. He is a frequent speaker for Risk Learning on diverse topics such as integrating ESG into model risk management, model risk management, and counterparty risk and SA-CCR.

 

John Brent

Partner

Basinghall Analytics

View bio

John leads stress-testing and RRP solutions. He specialises in stress-testing, market risk in credit products and equities, risk framework and system design. Some of his most outstanding projects include stress-testing at a large UK bank, market risk integration at a large EU bank, design of country risk framework, implementation of an agile top-down stress-testing system.

Some of his previous roles include being a risk specialist at the Financial Services Authority, head of credit trading and structured credit at ABN Amro, head of equities market risk at RBS, head of stress-testing policy and model governance at HSBC. John has a MA in Economics from the University of Cambridge.

Accreditation

This course is CPD (Continued Professional Development) accredited. One credit is awarded for every hour of learning at the event.

Pre-reading materials

The Risk.net resources below have been selected to enhance your learning experience:

A Risk.net subscription will provide you access to these articles. Alternatively, register for free to read two news articles a month 

Registration

September 9–11, 2024

Online, Emea/Apac

Price

$2,999

Early-bird Price

$2,199
Ends August 9

October 15–17, 2024

Online, Emea/Americas

Price

$2,999

Early-bird Price

$2,199
Ends September 13
Book now

Enquire about:

  • Agenda and registration process
  • Group booking rates
  • Customisation of this programme
  • Season tickets options

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