How are financial institutions identifying and managing climate risk from a credit and investment risk perspective?
How are financial institutions approaching climate stress and scenario testing of portfolios?
How are data challenges being resolved? Which analytical tools and models can help?
How are different time horizons, asset classes and climate events identified and applied to various datasets?
What does such analysis tell us about transition risk?
A review of the ECB’s stress testing results: what lessons have been learned and what does this mean for other financial institutions?
A review of Blue Bay AM's climate risk integration: how does that differ for fixed income portfolios?
How has Urgentem's transparent and science-aligned data and analytics enabled climate risk management?
