Sarah and Frederic from EY will provide a walk-through of the 2022 ECB Climate Stress test and present the challenges of this exercises. In addition, they will discuss how climate stress testing should be also developed internally for banking institution as part of their ICAAP in order to develop robust climate risk metrics for different lending portfolios.

Sarah started her career in finance at Crédit Agricole CIB, followed by a move to EY, KPMG, and back to EY again since 2019. Sarah is currently an Associate Partner at EY.