SAS Briefing 2020

SAS Briefing 2020

Climate Change Risk Scenario Analysis and Stress Testing

November 9, 2020 | 12:30 - 13:15 (GMT)

In this session we will dive into one of the most discussed areas of Climate Change Risk Management, the Climate Risk Scenario Analysis and Stress Testing and discuss the recent relevant developments and trends in the industry:

  • Relevant Lessons learned from the Pandemic crisis
  • Scenario analysis & Stress Testing in the context of climate change risk
  • The differences between ‘normal’ stress testing and climate change risk stress testing
  • Model Risk and Climate Change Risk Management
  • Climate Change Scenario analysis methodology examples
  • How can the right technology help?

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Peter Plochan

EMEA principal risk specialist

SAS

Peter Plochan is the EMEA Principal Risk Management Advisor at SAS who helps financial institutions to deal with their challenges around finance and risk regulations, enterprise risk management, risk governance, forward looking risk analysis, stress testing, model risk management, risk modelling and climate change risk management. 

Peter has a finance background (Master’s degree in Banking) and is certified Financial Risk Manager (FRM) with 14 years of experience in risk management in financial sector. He has assisted various banking and insurance institutions with large-scale risk management implementations while working both internally and also externally as a risk management advisor (PwC). Since joining SAS in 2014, Peter serves as a global acting domain expert - leveraging the latest trends in risk analytics & technology with his deep risk management & finance expertise. 

Peter also acts as the Risk Management trainer for PRMIA (Professional Risk Management International Association) where he developed and delivers training on Model Risk Management and ERM & Stress Testing for the global risk community. Peter regularly speaks & presents at risk events/webinar and publishes risk management thought leadership materials. 

Adityadeb Mukherjee

Head climate risk management

Standard Chartered

Rutang Thanawalla

Director, risk advisory

Deloitte

Rutang is currently a Director in Deloitte UK’s Risk Advisory practice. He leads on stress testing and climate risk management engagements with banks, insurers, exchanges and other financial service firms.

Prior to Deloitte, he has held numerous roles that span enterprise risk management in the financial services over nearly two decades. These include nearly a decade at two large global universal banks, a top 3 rating agency as well as insurance consulting. Rutang has a PhD in a quantitative discipline. A former Henry Grunfeld Research fellow, he is also a visiting scholar at the London Institute of Banking & Finance.

Naeem Siddiqi

Senior advisor, risk management

SAS

Naeem Siddiqi is the author of Credit Risk Scorecards : Developing and Implementing Intelligent Credit Scoring, (Wiley and Sons, New York, 2005), Intelligent Credit Scoring : Building and Implementing Better Credit Risk Scorecards (Wiley and Sons, 2017), and various papers on credit risk topics.

Naeem meets with senior executives and decision makers from between 40-50 lenders globally each year, and provides strategic advice to them on areas such as the development and validation of credit scoring models, climate change risk, infrastructure planning for analytics, and retail credit risk strategy. He has also trained hundreds of bankers in over 25 countries on the art and science of credit scorecard development, and helps credit risk analysts develop better scorecards.


Naeem has an Honours Bachelor of Engineering from Imperial College of Science, Technology and Medicine at the University of London, and an MBA from the Schulich School of Business at York University in Toronto.

SAS is the leader in business analytics software and services, and the largest independent vendor in the business intelligence market. Through innovative solutions, SAS helps customers at more than 70,000 sites improve performance and deliver value by making better decisions faster. Since 1976 SAS has been giving customers around the world THE POWER TO KNOW®.