Join us for the upcoming webinar on Wednesday, May 8th at 10:00 EDT / 16:00 CEST / 15:00 BST with Scott Aguais and Larry Forest as they share insights on Modelling Credit/Climate Analytics and Scenarios.
Speakers will present a detailed approach for developing climate risk stress test scenarios that applies firm-level climate physical-and transition-risk sensitivities and introduces credit risk shocks into climate risk modelling, detailed in their recently published UK Centre for Greening Finance and Investment – CGFI Climate Institute Paper and will provide examples of credit/climate scenarios.
This session is a part of the GCD Climate Risk Focus Group’s webinar series. The focus group serves as a center for collaboration and the sharing of expertise among ESG, climate, and risk professionals from banks and industry experts worldwide.
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