ZRE Speaking at upcoming Climate Stress Testing Forum in London

5 September 2023

About The Event

Date: 29th November 2023
Venue: Etc. venues Monument, Principal Suite (4th Floor), 8 Eastcheap, London EC3M 1AE

This event, run by the Center for Financial Professionals, promises to deep dive into the challenges involved in successfully performing a climate stress test. 

 

ZRE's Managing Director, Dr Scott D. Aguais will be speaking on the following topic:

An Integrated Approach for Developing Climate Stress Test Scenarios: Combining Climate-Adjusted Company-Level Credit Models with Detailed Industry and Region Credit Risk Factors.

The session will cover:

• Specifying climate-adjusted credit models to assess physical and transition risks.
• Assessing climate volatility impacts on companies and industry/region systematic credit factors.
• Integrating company-level climate-adjusted PD scenarios with credit factor simulations.
• Applying a flexible climate stress scenario framework to support key bank regulatory and risk management objectives.

Click here for more information about this event, and how to book