SAS Briefing 2020
SAS Briefing 2020
Climate Change Risk Scenario Analysis and Stress Testing
November 9, 2020 | 12:30 - 13:15 (GMT)
In this session we will dive into one of the most discussed areas of Climate Change Risk Management, the Climate Risk Scenario Analysis and Stress Testing and discuss the recent relevant developments and trends in the industry:
- Relevant Lessons learned from the Pandemic crisis
- Scenario analysis & Stress Testing in the context of climate change risk
- The differences between ‘normal’ stress testing and climate change risk stress testing
- Model Risk and Climate Change Risk Management
- Climate Change Scenario analysis methodology examples
- How can the right technology help?
Session speaker:
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Peter Plochan
EMEA principal risk specialist
SAS
Peter Plochan is the EMEA Principal Risk Management Advisor at SAS who helps financial institutions to deal with their challenges around finance and risk regulations, enterprise risk management, risk governance, forward looking risk analysis, stress testing, model risk management, risk modelling and climate change risk management.
Peter has a finance background (Master’s degree in Banking) and is certified Financial Risk Manager (FRM) with 14 years of experience in risk management in financial sector. He has assisted various banking and insurance institutions with large-scale risk management implementations while working both internally and also externally as a risk management advisor (PwC). Since joining SAS in 2014, Peter serves as a global acting domain expert - leveraging the latest trends in risk analytics & technology with his deep risk management & finance expertise.
Peter also acts as the Risk Management trainer for PRMIA (Professional Risk Management International Association) where he developed and delivers training on Model Risk Management and ERM & Stress Testing for the global risk community. Peter regularly speaks & presents at risk events/webinar and publishes risk management thought leadership materials.
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Adityadeb Mukherjee
Head of ESG
Lloyds Banking Group
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Rutang Thanawalla
Risk Advisor, Sustainable Finance & Climate Risk
(LIBF)
Rutang is an independent risk and sustainable finance practitioner. He has supported tens of institutions -- banks, asset managers, asset owners and international exchanges -- with embedding enhanced risk management and sustainability in their business practices. He specialises in bringing behavioural perspectives and incentive-based solutions to decarbonisation and risk management.
His prior experience has been Deloitte, Standard Chartered, HSBC and Fitch and a start-up. Rutang has a PhD in a quantitative discipline. A former Henry Grunfeld Research fellow, he is also currently a visiting fellow at the London Institute of Banking & Finance.
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Naeem Siddiqi
Senior advisor, risk and quantitative solutions
SAS
Naeem Siddiqi is the author of Credit Risk Scorecards : Developing and Implementing Intelligent Credit Scoring, (Wiley and Sons, New York, 2005), Intelligent Credit Scoring : Building and Implementing Better Credit Risk Scorecards (Wiley and Sons, 2017), and various papers on credit risk topics.
Naeem meets with senior executives and decision makers from between 40-50 lenders globally each year, and provides strategic advice to them on areas such as the development and validation of credit scoring models, climate change risk, infrastructure planning for analytics, and retail credit risk strategy. He has also trained hundreds of bankers in over 25 countries on the art and science of credit scorecard development, and helps credit risk analysts develop better scorecards.
Naeem has an Honours Bachelor of Engineering from Imperial College of Science, Technology and Medicine at the University of London, and an MBA from the Schulich School of Business at York University in Toronto.
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As a leader in analytics, SAS has more than 40 years of experience helping organisations solve their toughest problems. SAS' unrelenting commitment to innovation enables the financial services to modernise and sustain a competitive edge. SAS provides an integrated, enterprise-wide risk management platform for managing risk in an organisation, from strategic to reputational, operational, financial or compliance-related risk management. Learn more about how SAS is driving innovation and business value for risk and finance professionals at www.sas.com/risk.