Chapter Meeting
Decision-Useful Climate Scenarios: Models, Meaning, and Strategic Impact
February 11, 2026 6:00 PM | United Kingdom Chapter | In-Person
As climate-related risks become increasingly central to strategic planning across sectors, the ability to interpret and apply climate scenarios effectively is more critical than ever. This panel of thought leaders will bring together their perspectives on climate modelling, sustainability strategy, and risk management. They will unpack the concept of decision-usefulness and how the choice of model can shape the insights derived from scenario analysis.
Join us as the panel discusses key topics with the following audience takeaways:
- A clearer understanding of how to evaluate and select climate scenarios for strategic use
- Insights into the strengths and limitations of various climate models
- Practical guidance on aligning scenario analysis with business and policy decisions
Registration is required as seats are limited. Priority will be given to GARP Individual Members.
Agenda:
6:00 – 6:30 pm: Registration
6:30 – 6:35 pm: Welcome Remarks
6:35 – 7:30 pm: Presentation/Panel Discussion with Audience Q&A
7:30 – 9:00 pm: Networking Reception
Topics: Climate Risk Management
Speakers
Willemijn Verdegaal
Isma’eel Akoon
Claire Wallace-Jones
Moderators
Jo Paisley
Chapter Directors
Lan Luan
Manager in Finance & Risk, Oliver Wyman
Maurizio Garro
Model Risk Manager - Quantitative Research, Lloyds Banking Group
Committee Members
Svetlana Kardan
Senior Treasury Manager
Carlos Balula
Counterparty Credit Risk Manager, Nomura
Jurate Brazaityte
Market Risk & Regulation Specialist, Standard Chartered
Alpesh Jani
Program Lead, Bailrigg
Florent Grundeler
Head of Reporting, Development and Solutions, Lloyds Banking Group
Anna Millar
Audit, Lloyds Banking Group
Stuart Kingham
Senior Risk Quant, Galaxy Digital
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