Stress-testing against climate risk
View AgendaKey reasons to attend
- Assess physical and transition risks of climate change
- Integrate biodiversity risk into climate scenarios
- Learn from a climate risk stress-testing case studies
Customised solutions
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About the course
In this learning event participants will gain an in-depth understanding of climate risk stress-testing frameworks. Participants will learn how to incorporate important inputs from diverse initiatives and regulations and utilise essential data to effectively evaluate climate risks.
The implications of physical and transition risks on stress tests and current challenges in the industry will be studied in detailed. Participants will learn the best approaches to incorporate climate risk into scenario analysis.
Case studies will encourage discussions among peers and the expert tutor for enhanced learning, providing in-depth content and examples.
Avoid price increase: book 2024 courses at 2023 prices
- The rate is locked at $1,999 and will save you $1,000*
- To book, register by December 31, 2023 using promo code LOCK23
Learning objectives
- Identify the components of successful climate risk stress tests
- Evaluate regulatory approaches to climate stress-testing among regions
- Assess key data and modelling challenges in climate stress-testing
- Align climate risks with financial and non-financial risks
- Navigate between diverse climate-related disclosures standards
- Implement best practices in short-term scenarios
Who should attend
Relevant departments may include but are not limited to:
- Stress-testing
- Climate risk
- Model risk
- Risk management
- Data management
- ESG
- Sustainable finance
- Transition finance
Agenda
March 4–6, 2024
Live online. Timezones: Emea/Americas
Sessions:
- Introduction to climate risk and climate risk stress-testing
- Methodologies for climate risk modelling
- Understanding Intergovernmental Panel on Climate Change data
- Climate scenario analysis, part one
- Climate scenario analysis, part two
- Climate stress-testing: looking forward
Request detailed agenda
Tutors
Navin Rauniar Risk Learning Faculty
Partner / Co-chair
Tata Consultancy Services / PRMIA
Navin Rauniar leads the Libor transition initiative of Tata Consultancy Services’ banking, financial services and insurance business unit. He has 18 years of industry experience assisting large investment banks and capital market clients in responding to risk and regulatory requirements.
Rauniar has significant experience working on cross-functional programmes spanning front office, risk, finance and compliance groups and speaks regularly at Libor transition events. He holds a bachelor’s degree in social sciences and economics from Brunel University in London.
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:
- UN climate risk chief calls for shorter-term stress tests - Read article | Risk.net
- Banks begin tackling climate stress tests of trading books - Read article | Risk.net
- Climate risk models and metrics: what works and what doesn’t - Read article | Risk.net
A Risk.net subscription will provide you access to these articles. Alternatively, register for free to read two news articles a month.
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