Virtual Event

Integrating Climate Risks Into Credit Risk Portfolios With Climate Credit Analytics

Hosted by S&P Global Market Intelligence

Date: June 10, 2021


Climate-related risk is increasingly a focus of governments and regulators across the globe. Central banks and regulators are exploring mandatory climate risk disclosures and climate stress testing, while the Network for Greening of Financial System (NGFS) supports integrating climate risk into financial stability monitoring and supervision. Consequently, commercial banks, insurers, asset owners and asset managers need to consider disclosure and management of climate change impacts and financial risks.

*This event was rescheduled to Thursday, June 10 at 10:00-10:45am ET / 3:00-3:45pm BST.
Join S&P Global Market Intelligence and Oliver Wyman to discuss:

• Importance of assessing climate-related risks in banks and insurance portfolios and lending practices

• Regulatory consensus emerging on climate risk

• The use of scenario analysis in disclosure of climate-related risks and opportunities

• How Climate Credit Analytics can help with counterparty- and portfolio-level analysis of climate-related financial and credit risks