Climate Risk Analysis for Portfolio Performance

Climate Risk Analysis for Portfolio Performance

Rationale

In the wake of heightened global weather events – across sea level and earth waves, climate risk threatens asset quality and performance both at macro-and-microlevel on banks’ balance sheets. This programme develops the needed insights and management toolkits when considering portfolio construction.

 Learning Objectives

• Methodologies for conducting climate risk analysis for the banks. Apply climate risk assessment tools to portfolio analysis.
• Conduct scenario analysis and stress testing using climate data.
• Integrate climate risk metrics into portfolio construction and performance evaluation.
• Evaluate mitigation and adaptation strategies for climate-resilient investing.

Course Contents

• Foundations of Climate Risk in Finance
• Climate Risk Assessment Tools and Data
• Regulatory Reporting
• Scenario Analysis and Stress Testing
•  Portfolio Construction and Climate Risk Integration

Learning Outcomes

• Gain proficiency in climate risk modelling and portfolio stress testing.
• Interpret climate-related financial disclosures.
• Design climate-resilient investment strategies.
• Enhance institutional readiness for climate-related financial regulations
• Quantification of climate-related risks.

Duration: 5 days

Skill Level: Advanced

Delivery Mode: In-person

Month: April