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Webinar: A strategy for modelling Environmental Risks that matter

Webinar: A strategy for modelling Environmental Risks that matter Integrating environmental risks into modelling frameworks is a key issue facing banks today. The multitude of risks, and their forward-looking nature make inclusion a difficult problem, where traditional approaches fall short. In this talk, we present the novel solution applied at ABN AMRO. The most material risks are first identified based on estimated costs to clients and academic literature, and are then modelled via existing risk driver modifications. Speakers: Mats Draijer coordinates the bank-wide modelling efforts on Environmental Risk at ABN AMRO. Besides this, he works on various IFRS9 & Stress Testing models and has previous experience in Liquidity & Interest Rate Risk Modelling. Mats' background is in Applied Mathematics and Financial Engineering, and he has completed the CFA Program. Marc Brouwers is a Risk Modeller in ABN AMRO’s Economic Capital team, where he develops statistical algorithms and has played a key role in pioneering a bank-wide approach to integrating environmental risks. Marc holds degrees in Physics and Economics, and earned his PhD from the University of Cambridge Register here

GCD Webinar on Agentic AI in Wholesale Credit Risk

Overview Wholesale credit risk frameworks are highly sophisticated and well-governed, yet they remain largely retrospective, relying on periodic historical data. As markets, macroeconomic factors, and regulatory expectations evolve continuously, traditional approaches often miss real-time signals. This webinar explores how AI and GenAI can enable faster sourcing and integration of large-scale financial data into credit decisioning. We will present a practical ML and agentic AI framework across the wholesale credit risk lifecycle covering risk signal design, signal aggregation, and exception handling within a strong governance structure. The session will highlight how combining agentic AI with traditional methods can support faster, more accurate, and regulatorily compliant credit decisions.

Transition Planning on ESG Risk Management

Webinar on Practical Insights on Transition Planning under the EBA Guidelines on ESG Risk Management This session provides an overview of the EBA Guidelines on ESG Risk Management and discusses their implications for banks and financial institutions. In particular, it focuses on the role of transition planning as a forward-looking tool for managing climate-related risks within existing risk management frameworks. The presentation introduces a practical step-by-step approach to developing an ESG transition plan for bank portfolios. It will cover key methodological elements, including the definition of suitable key risk indicators (KRIs), the use of reference pathways and climate scenarios such as CRREM, IEA, and NGFS to assess portfolio alignment, and approaches for translating transition planning into financial risk metrics. The session aims to provide practical insights into how banks can operationalize transition planning and integrate it into their broader risk management processes. Speaker: Thomas Wulf, Head of ESG and Novel Risk, d-fine Register here