Co-hosted with CAIA Switzerland
The energy transition to net zero emissions is expected to decrease the returns of assets containing carbon.
In this presentation, Julien Daubanes will first review the recent literature on transition risks and discuss the risk of stranded fossil fuel assets. Then, he will present new evidence that markets price the risk that economic oil reserves become stranded and will propose a new company-specific metric of the sensitivity of oil reserves directly from fundamentals.
Seats are limited. Registration is required to attend.
Agenda
5:30 – 6:00 pm: Registration
6:00 – 6:05 pm: Welcome and Introductions
6:05 – 7:00 pm: Presentation with Q&A
7:00 – 8:00 pm: Networking Reception
Attendees qualify for 1 GARP CPD credit.
May 23, 2023
5:30 PM - 8:00 PM
In-Person
Uni Dufour, Rue Général-Dufour 24 Room U159 (first floor), Genève, 1204
Julien Daubanes
Assistant Professor, University of Geneva (GSEM) and External Researcher at MIT (CEEPR)
Alessandro Mauro
FRM
Jing Lue Gramespacher
Head of Methodology and Governance for Market and Liquidity Risk Credit Suisse Switzerland AG
Christian Schuetz
Executive Director Credit & Methodology Risk Change Head Model Architecture Europe Risk Control UBS AG
Alexandros Sanos
Global Director Sales Strategy & Execution Commodities Refinitiv
Giorgia Nasso
Trading and Treasury Advisory | Manager PricewaterhouseCoopers AG
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