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
Advisory Partner focusing on LIBOR, ESG, Climate Risk & TCFD
Navin Rauniar: Advisory Partner focusing on LIBOR, ESG, Climate Risk & TCFD
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.
- Introduction to climate risk stress testing and scenario analysis
- Incorporating climate change risk into stress testing, for example, the 2021 Bank of England stress test
- Challenges of scenario analysis
- Examples of climate change screening analysis and deep dives
Director of Sustainable Finance, South Pole
Rebecca Self: Director of Sustainable Finance, South Pole
Rebecca leads South Pole’s work with financial institutions globally, focusing on climate regulations and disclosures, the UN’s Sustainable Development Goal (SDG) environmental impact analysis for financial products and Net Zero. Formerly Chief Financial Officer of Sustainable Finance at HSBC Holdings plc, Rebecca has approximately two decades of holding senior leadership roles in the financial industry. In her previous role, Rebecca oversaw group-wide financial services relating to sustainable finance products, such as sustainability/green bonds, ESG (environmental, social, governance) asset management/private bank funds and commercial lending related to sustainability. In addition, Rebecca was responsible for HSBC’s external ESG reporting and investor relations – including the Task Force on Climate-related Financial Disclosures and corporate reporting on the UN SDGs. Rebecca has chaired the European Banking Federation industry SDG working group and has been a member of other advisory groups to progress non-financial reporting, for example, the Sustainability Accounting Standards Board and CDP. She holds a BSc in Economics and Politics, a Masters from the University of Cambridge (Centre of Sustainability Leadership), and is a Chartered Global Management Accountant.
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.
- How does climate risks affect asset prices?
- Building a climate-risk hedging portfolio
Professor of Finance at Yale School of Management
Stefano Giglio: Professor of Finance at Yale School of Management
Professor Giglio’s research interests span several topics, including asset pricing, macroeconomics, and real estate, with a particular focus on hedging macroeconomic risks using different financial instruments: crash risk, uncertainty risk, and climate risk.
Before joining Yale, Professor Giglio was an Associate Professor of Finance at the University of Chicago Booth School of Business. He has been awarded several prizes, including the Fama-DFA Prize for the Best Paper in the Journal of Financial Economics, the Jacob Gold & Associates Best Paper Prize, and the UBS Global Asset Management Award for Research in Investments. His work has been featured in several news outlets, including Forbes and the Economist.