Climate risk integration into credit risk
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About the course
This course equips banking professionals with the expertise to understand and quantify the impact of climate risk on credit processes, in line with Basel and ECB expectations.
Participants will delve into methodologies for embedding climate-related risks into key credit risk metrics, such as probability of default (PD) and loss given default (LGD). The course also provides a comprehensive review of the evolving regulatory landscape, focusing on global trends as well as EU-specific developments.
Led by an expert practitioner, participants will discuss how to use scenario analysis to evaluate the potential impact of both physical and transition risks on credit profiles. There will also be discussions around the underlying data that can be used, comparisons of data providers and an introduction to the use of proxies.
Attendees will explore how to establish a robust climate risk rating system for counterparties and integrate this rating into the overall credit decision-making process.
Pricing options*:
- Early-bird rate: save up to $800 per person by booking in advance
- 3-for-2 rate: save over $3,000 by booking a group of three attendees
- Subscriber reward: save 30% off the standard rate if you are a Risk.net subscriber
- Season tickets: save up to 60% - request price breakdown
*T&Cs apply
Agenda
June 24–26, 2025
Live online. Timezones: Emea/Ameracas
Sessions:
- Introduction to climate risk and the regulatory landscape
- Data collection and management
- Climate scenario analysis and stress-testing for credit risk
- Quantifying the impact of climate on credit risk
- Case studies: best practices from leading banks
- Analytics and reporting to drive credit climate risk
- Integrating climate risk into the credit approval process
- Additional action items
- Group exercise
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