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Event Date |
Wed Mar 1 UTC (almost 2 years ago)
In your timezone (EST): Tue Feb 28 7:00pm - Tue Feb 28 7:00pm |
Location | Webinar |
Region | All |
Banks are coming under increasing regulatory pressure to incorporate climate risk into their risk management frameworks. An emerging focus is incorporating climate risk into the ALM function. This webinar explores this new role of Treasury and ALM in modelling financial climate risks, looking at what has been done so far and what the major challenges are in this nascent discipline.
This webinar is essential viewing for climate risk managers, as well as professionals from treasury and ALM departments in banks.
In particular this webinar will cover such practical aspects as:
• The level of clarity coming from regulators
• Embedding climate risk into stress testing frameworks and the role technology will play
• Impacts on the management of Liquidity Risk
• The role of Funds Transfer Pricing frameworks
2023 Speakers
MODERATOR:
Stella Farrington
Head of content, Energy Risk
SPEAKERS
Steven Good
Senior manager, development, SS&C Algorithmics
Sjoerd Blijlevens
Senior manager, Zanders
Dimitris Papathanasiou
Head of Global funding, concentration and international, treasury risk,
Craig Lowery
Vice president and ESG operating, model program lead, TD Bank
2023 Sponsors
• SS&C
• Algorithism