resources Measuring climate risk and what’s possible now
Learning how the market will be measuring climate risk

Watch this session to learn the state of the art in measuring your climate risk here.

The panel below is moderated by Stella Farrington, Head of Content, Energy Risk

Adityadeb Mukherjee, Head, Climate Risk Management and Enterprise Risk Management, Standard Chartered Bank
Raffaella Pisco, Climate Risk Expert, Societe Generale
Stephen Weston, Partner, Deloitte
Justin Lyon, Chief Executive, Simudyne

Governmental and societal pressure on banks and asset managers to help manage climate risk and disclose progress toward a sustainable future is high. Institutions are working to quantify the impact of climate change on their balance sheets, and they want to assess the new capital requirements that are necessary to be compliant with evolving regulations.

Current approaches have failed to offer meaningful, impactful or sustainable answers. While the market navigates this uncharted territory, there is also a need to generate scenarios to better understand the range of effects of potential course changes. Such changes will need to address physical climate risk and the transition to a low-carbon, more sustainable future. Key topics discussed:

Identifying and acquiring the information needed to measure, monitor and manage climate risk across your institution, client base and portfolio
How risk managers and environmental, social and governance (ESG) teams are preparing for future risks, regulatory disclosures and an increased impetus to get ahead of climate risk
New methodologies and tools available
How leading banks are translating ESG and climate risk challenges into strategic objectives to drive future growth