ZRE Speaking and launching new research at RiskMinds International, Barcelona 2022

12 September 2022

Event Details:

Date: 7th - 10th November 2022
Location: Barcelona

This event will bring together 650+ senior risk professionals including 90+ CROs and leaders from banks, buy-side, regulators, academics, fintechs and industry experts.

ZRE's Managing Director, Dr Scott D. Aguais will be speaking, titled Developing An Integrated, Empirically-Based Climate Stress Test Framework and will cover:

• Review of current scenario-based climate stress test research
• Review of deterministic vs simulation-based climate stress tests
• Expanding climate stress tests to incorporate a broader set of near-catastrophic scenarios
• Assessing transition and physical climate stress impacts using empirical credit factor simulations

Research Launch on Climate Stress Testing:

Dr Aguais will also be presenting new climate stress test empirical research that will be published in three climate stress test working papers at the RiskMinds Conference for the first time.

This includes assessing NGFS scenarios vs CCAR Stress Test Scenarios and using the ZRE credit factor models to create extreme climate stress scenarios based upon future extreme temperature increases.

 

More information about this event can be found by clicking here