Iggaak presented modeling objectives, design choices and challenges at this PRMIA – Professional Risk Managers’ International Association – event on the quantification of climate risk, with some excellent insights and pointers shared by co-panelists. Thank you to PREMIA Ireland for organising and moderating this great discussion.
The Climate Extended Risk Model adapts well known credit risk models. It proposes a method to calculate incremental credit losses on a loan portfolio that are rooted into physical and transition risks. The document available Read more…
London, UK, September 21, 2020 – We are delighted to announce that Anne Gruz has joined Green RWA association as Head of Climate Financial Risk and member of the Executive Committee. Anne will be leading the Read more…