DAY ONE: 28 November (half day) 13.30 GMT – 17.00 GMT / 08.30 EST – 12.00 EST
Climate Risks and Opportunities
- What is the latest on the science of climate, climate policy and net zero targets?
- What are the key financial risks and opportunities at a sector level?
- What are the trends on financial regulation to monitor and manage climate risk?
- Exercise: How to quantify material risks and opportunities at a company level
Exploring Climate Scenarios
- What are key characteristics of climate scenarios?
- How to key climate scenarios compare, including NGFS and IEA?
- What is the latest on the extent to which financial institutions are developing their own climate scenarios?
- Discussion: What are the pros and cons of customizing climate scenarios?
Deep Dive on Climate Risk at Different Climate Scenarios
- What are key case studies of physical risk and frameworks to assess it at the level of an asset/client and of the financial institution?
- What are key case studies of transition risks and frameworks to assess it at the level of an asset/client and of the financial institution?
- What are the drivers behind the rise of litigation risk for companies and financial institutions?
- Exercise: How to assess transition risk at different scenarios at the portfolio level?
DAY TWO: 29 November (half day) 13.30 GMT – 17.00 GMT / 08.30 EST – 12.00 EST
Climate Stress Testing
- What are the key concepts and building blocks of climate stress tests?
- What are the key approaches to conducting stress tests?
- To what extent are climate stress tests effective in helping financial institutions navigate towards a net- zero economy?
- Discussion: How to best engage with key stakeholders on the benefits, challenges and results of climate stress tests?
Climate Stress Testing on a Real Estate Portfolio
- How to select physical risks scenarios?
- How physical Risks impact property prices and Credit Risk parameters?
- What are the risks related to the Climate Transition and their impacts?
- Discussion: Can some properties becomes non insurable because of climate risks? Who will bear the costs?
Climate Stress Testing on a Corporate Loan Portfolio
- How to build a Transition Risk Map and how it is used?
- How are the impacts translated to the Risk parameters?
- How to assess the impacts of physical risks on a corporate's activities?
- Discussion: How to best engage with clients to assess and manage climate risks?
Regulatory Climate Stress Testing
- What are the principles of prudential stress tests?
- What are the implication of the results of key regulatory climate stress testing in UK, USA and EU?
- What has been the impact of climate risk and stress test on capital requirements?
- Discussion: What does the future hold for future versions of regulatory climate stress testing?