A fresh take on risk and valuation

 

Do you face the challenge of effectively and transparently managing your climate-related and environmental risks and opportunities? Do you want to facilitate the measurement of your portfolio’s climate risks and alignment with transition pathways and climate targets?

 

We will deliver an internal online workshop to upskill the relevant stakeholders within your business on the topic of climate-related and environmental risks. Through the session with our Climate and Environmental Risk experts, you will gain a thorough understanding of best practices and methodologies applicable to identifying, assessing, measuring and reporting climate-related and environmental risks considering the upcoming regulatory, supervisory and market pressure.

This workshop is designed for your senior stakeholders and members of your Risk, Modelling, Stress Testing, (Sustainable) Finance and Reporting teams.

The topics that will be covered include:

  • Overview of current regulatory and supervisory requirements
  • Mapping of climate-related and environmental risk factors to traditional prudential risks
  • Materiality assessment and risk identification
  • Climate stress testing and scenario analysis
  • Physical and transition risk assessment
  • Integration of climate-related and environmental risk factors into shadow PD/LGD models or scorecards
  • Portfolio alignment with climate transition pathways and targets
  • Integration into risk appetite, risk profile and Pillar 2 (ICAAP) processes
  • Key Risk Indicators (KRIs) and reporting in Pillar 3
  • Recent regulatory reports and upcoming deadlines

 

The agenda for the session will be shaped jointly with you, according to your business needs.

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About the team

Christophe Caers

Senior Consultant – Expert Climate Risk

Christophe Caers is a Senior Consultant based in Finalyse Brussels with experience in climate risk management. He has been involved in the validation of the 2022 ECB climate stress test methodology at a large Belgian bank and the assessment of ESG scorecards. Christophe is a certified Financial Risk Manager (FRM) and holder of the GARP’s Sustainability and Climate Risk (SCR) certificate.

Milenko Petkovic

Senior Consultant – Expert Climate Risk

Milenko Petkovic is a Senior Consultant with more than 9 years of experience in risk management. Milenko’s area of expertise lies within the development and validation of credit risk models, ESG scorecards and climate risk stress testing, including transition and physical risks. Milenko is an active member of Finalyse Climate Risk Centre of Excellence and GARP’s Sustainability and Climate Risk (SCR) candidate.