- Webcast -
Tuesday, January 26, 2021 11:00 AM
In partnership with NIESR, Vivid Economics and NatWest Group
Whilst much progress has been made in climate scenario analysis, there remains a gap between ‘climate’ scenarios, such as those released by the NGFS, and the information that financial firms need to use the scenarios.
During this first instalment of GARP’s 2021 Climate Risk Webcast series, we will be joined by an expert panel who will share their experience in developing the macroeconomic variables that banks need to understand how their portfolios could perform under different climate change scenarios.
You will also have the opportunity to engage with our panel as we open up Q&A towards the end of the session.
Through this event, you will learn about the gap between the NGFS scenarios and key economic variables required for risk modelling. Our panellists will also discuss how macroeconomic scenarios consistent with the NGFS climate scenarios can be created, and the work taking place to incorporate physical and transition climate shocks into NiGEM (National Institute Global Econometric Model).
Maxine Nelson, SVP, GARP Risk Institute
Katerina Lisenkova, Economist, NatWest Group
Jason Eis, Executive Director, Vivid Economics
Amit Kara, Consultant