Monday 15th March: Day 1
- What is ESG and the relation to Climate Change & Climate Risk?
- ESG Market Trends
- How about sustainable investing?
- How to build an investment strategy around Climate Change?
- How does a transition to a low-carbon portfolio look like?
- Opportunities for ESG and how to use Climate Risk to manage the strategy
Partner & Director PRMIA
Navin Rauniar: Partner & Director PRMIA
Navin is a Risk Director with 17 years’ experience in advising the sell side on the delivery of prudential regulation such as IBOR Transition, FRTB, IRRBB, Basel III, CRR 2 and CRD V. Navin is currently leading the IBOR workstream for a Tier One bank.
Prior to this, he worked as a Senior Manager at a leading global advisory firm, where he led the analysis of the impact of the IBOR Transition on financial institutions. Additionally, Navin has spent 15 years in the industry working in global run-the-bank and change-the-bank roles for Credit Suisse, RBS, Commerzbank and JP Morgan across Front Office, Risk and Operations.
Navin is a steering committee member of the Professional Risk Managers Association where he represents the Risk Management industry on regulatory initiatives, mentoring of capital markets professionals, and a frequent speaker at banking & thought leadership events.
- The scientific principles underlying Climate Change
- Scenarios that are being used – hypothetical vs. implied
- How do we translate scenarios to financial risks?
- Climate Risks:
- Physical risks
- Transition risks
- Hedging these new risks using:
- Carbon pricing
- Green derivs
Presenter to be confirmed
Jan De Spiegeleer:
Visiting Professor, KU Leuven
Jan De Spiegeleer – Visiting Professor, KU Leuven
Graduated in 1988 from the Royal Military Academy with a Msc. in Civil Engineering. After a 10 year stint as an officer in the army, Jan accumulated over 20 years of experience in the financial markets. He holds both an MBA and a PhD from KU Leuven University (Belgium). Before founding RiskConcile in 2015, he was based both in London and Brussels, where he was a managing director at KBC Financial Products. He was responsible for the equity derivatives desk (trading and structuring). After that he took an assignment as a risk manager and became in 2007 head of risk management at Jabre Capital Partners, a Geneva-based hedge fund. Since 2015, he combines his role as CEO of RiskConcile, a FinTech company, with his teaching assignment at KU Leuven. He is a visiting professor at KU Leuven where he teaches courses in Stochastic Processes, Data-Analytics, Probability Theory and Statistics. Together with Prof. Schoutens, he does research on Hybrid Securities and their application into the Green Bonds landscape.
- RTB stress testing vs. climate risk stress testing?
- 2021 Bank of England BES stress tests
- Incorporating climate change risk into stress testing
- Challenges of scenario analysis production
- Examples of climate change scenarios
Presenter to be confirmed