Chapter Meeting


Oil Reserves, Stranded Assets, and Oil Price Risk

May 23, 2023

This chapter meeting has passed.


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.


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


Uni Dufour, Rue Général-Dufour 24 Room U159 (first floor), Genève, 1204


Julien Daubanes

Julien Daubanes
Assistant Professor, University of Geneva (GSEM) and External Researcher at MIT (CEEPR)

Chapter Directors

Alessandro Mauro

Jing Lue Gramespacher
Head of Methodology and Governance for Market and Liquidity Risk Credit Suisse Switzerland AG

Committee Members

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

BylawsCode of ConductPrivacy NoticeTerms of Use © 2023 Global Association of Risk Professionals