The one-day conference aims to address the emerging challenges and methodologies in integrating transition and physical risks into the risk assessment models of financial institutions. As the global economy increasingly shifts towards sustainable practices, banks and financial institutions must adapt their internal models to account for these new dimensions of risk. Transition risk, arising from the shift towards a low-carbon economy, and physical risk, stemming from the tangible impacts of climate change, are reshaping the risk landscape.

This conference will convene experienced researchers from academia and financial institutions to explore the latest advancements and share insights on effectively incorporating these risks into banking models.

Attendees will benefit from a comprehensive understanding of how these risks impact financial stability and the practical steps necessary to enhance risk assessment frameworks to better prepare for future uncertainties.

When: 2024, Octobre 14th

Where: Online. Zoom link avalaible at a later date

• Denis Allard (INRAE, Biostatistics and Spatial Processes, Avignon)
• Imène Ben Rejeb-Mzah (BNP PARIBAS, CSR Methodologies & Data, Paris)
• Elena di Bernardino (Université Côte d'Azur, Equipe probabilité et statistique, Nice)
• Alexandre Marette (BNP PARIBAS, RISK CPBS, Paris)
• Joe Moorhouse (BNP PARIBAS, RISK ESG, Londres)
• Peter Tankov (ENSAE, CREST, Paris)

• Josselin Garnier (Ecole polytechnique)
• Marine Saux (Ecole polytechnique)
• Gauthier Vermandel (Ecole polytechnique)