Climate Finance, Risk, and Uncertainty modelling 2022

PRESENTATION

Since the Paris Agreement in 2015, climate change progressively became a strategic issue for financial institutions, supervisors, and regulators. Compared with traditional academic problems in finance, factoring in climate change comes with addressing specific features that do not easily fit with usual quantitative approaches and necessitate new developments: long time horizons, unprecedented events, systemic patterns, chaotic dynamics, uncertainty, irreversibility, endogeneity, policy jumps, just to name a few. Such a conundrum provides the research community with a new impetus to foster transdisciplinary collaborations, through the various expertise and approaches coming from finance, economics, mathematics, numerical and climate sciences. 

Committed to this endeavor, the Chair Stress Test, Risk management and Financial Steering, hosted by Ecole polytechnique convenes its first international workshop on climate finance, risk and uncertainty modelling.

For 3 days, the broad climate & finance research community will gather in Paris, to share progress related to the new questions posed by both practitioners and regulators, such as climate-related financial risk modelling, climate stress testing, or asset valuation.

 

On June 1, at 3:10pm CET, Irene Monasterolo, Professor of Climate Finance, EDHEC-Risk Institute, EDHEC Business School, will give the keynote speech on the theme of transition and physical risks.

  

Irene Monasterolo, Prof of Climate Finance, EDHEC Risk

 

Other keynote speakers invited 

Stéphane Dees, Advisor – Directorate Macroeconomic Analysis and Forecasting, Banque de France
Maria Nikolaidi, Associate Professor in Economics, University of Greenwich
Céline Guivarch, Economist, International Centre for Research on the Environment and Development (CIRED), Members, Haut conseil pour le climat
Antoine Godin, Senior Economist, Agence Française de Développement
Antoine Mandel, Professor, Paris School of Economics
Gregor Semieniuk, Assistant Research Professor, University of Massachusetts
Francesco Lamperti, Assistant Professor, Sant’Anna School of Advanced Studies, RFF-CMCC European Institute on Economics and the Environment
Josselin Garnier, Professor, Ecole Polytechnique
Ying Jiao, Professor, University Lyon 1
David Zerbib, Assistant Professor of Finance, Boston University
Laura Parisi, Team Leader, European Central Bank (ECB)

 

REGISTRATION:

Until April 30th, 2022. Registration is free but mandatory. Limited number of participants: 90

 

Further information on the conference can be found on Ecole polytechnique conference website.