Anisa Salomons


Applications climate risk modelling in credit risk

The regulator is consistently raising the bar on the integration of climate & environmental risk in business practices, risk management, data and models. Over the last few years we have done several researches on how to integrate climate risk (transition risk as well as physical risk) in credit risk and stress testing models. We will be providing a deep-dive into climate risk modelling with an overview of different modelling techniques and typical challenges you will run into.