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REGISTRATION WILL CLOSE 10 AM ET THE DAY OF THE WEBINAR.
DUE TO HIGH VOLUME OF DEMAND, WE ARE ONLY ABLE TO GUARANTEE A SEAT TO THOSE WHO REGISTER 48 HOURS AHEAD OF THE WEBINAR TIME.
An analysis of the impact of climate change on financial institution solvency, profitability, and other key performance metrics is, or is likely to be, required by financial regulators in most major economies in the very near future. Regulators are signaling that such impacts should be assessed through the use of scenario analysis, both qualitatively and quantitatively. This session will first provide an overview of the emerging regulatory landscape for insurers as it relates to the disclosure of climate risk. The session will then explore the mechanics and current best practices that actuaries and risk modelers may use in performing qualitative and quantitative climate risk scenario analyses, covering both physical and transition risks.
- Develop an understanding of regulatory requirements for climate risk disclosure across the world.
- Identify and develop awareness of industry standard climate ‘pathways’ to consider within climate risk scenario modeling
- Develop understanding of key variables to consider within climate scenario analysis including decarbonization, asset mix, time horizon, & KPIs.
PLEASE NOTE: REGISTRATION WILL CLOSE 10 AM ET THE DAY OF THE WEBINAR
|Registration Fees (in U.S. Dollars)||
Feb 2, 2023
Feb 2, 2023
(Unlimited internet connections for individuals working for the same company. Please note that audio for this presentation will be streamed via the web)
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