Date:
June 8, 2022
Time:
10:00 - 11:00 a.m. EDT
3:00 - 4:00 p.m. BST
Presented By:
Peter Plochan
Session Length:
60 minutes
In parallel to the already extensive climate risk regulatory activities, the financial industry is gearing up for yet another climate related mammoth task – Portfolio decarbonization & Net zero transition. Following the COP26 summit, the Glasgow Financial Alliance for Net Zero (GFANZ) represents now over 450 financial firms across 45 countries with total assets of over US$ 130 trillion that have committed themselves to fully decarbonize their loan and investment portfolios, and reach net-zero portfolio carbon emissions by 2050 with aggressive cuts already in 2025 and 2030.
But there are many portfolio roads that lead to Net-zero Rome, and each of them will have a different risk/return/cost profile. The challenge lies in finding the optimal portfolio transition mix that hits Net-zero by 2050, with the lowest risks / costs and highest returns along the way under different macro and climate scenarios. And portfolio analytics and intelligence have an important role to play here, not only to manage the risks but also to maximize the opportunities and assist senior management to make optimal strategy decisions going forward. More importantly, there are many risk analytics capabilities already in place that can be efficiently leveraged for Net-zero simulations as well.
In this webinar, Peter Plochan, reinforces the key points from his PRMIA Intelligent Risk Article The year of carbon: emergence of forward-looking net-zero analytics (February 2022). Peter further explores the portfolio level interdependencies and portfolio analytics interplay between Climate Risk Management, Vanilla / Climate Stress Testing and Net-zero Transition strategies.
| About Our Experts |
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Peter Plochan is EMEA Principal Risk & Finance Specialist at SAS Institute assisting institutions in dealing with their challenges around climate risk, finance and risk regulations, enterprise risk management, risk analytics. Peter has a finance background (Master’s degree in Banking) and is a certified Financial Risk Manager with 15 years of experience in risk management in the financial sector. Peter also delivers risk management training for PRMIA covering stress testing, ERM and Model Risk Management.
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| Continued Risk Learning Credits: 1 |
PRMIA Continued Risk Learning (CRL) programs provide you with the opportunity to formally recognize your professional development, documenting your evolution as a risk professional. Employers can see that you are not static, making you a highly valued, dynamic, and desirable employee. The CRL program is open to all Contributing, Sustaining, and Risk Leader members, providing a convenient and easily accessible way to submit, manage, track and document your activities online through the PRMIA CRL Center. To request CRL credits, please email [email protected].
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Registration |
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Price |
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Members (Sustaining, Corporate, RIM & Contributing)
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COMPLIMENTARY |
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Non Member |
$30 USD
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