Climate finance, risk and uncertainty modelling 2023

13:30 - 14:00 (30min)

Welcome Coffee

Auditorium (French Banking Association)

14:00 - 15:00 (1h)

Flash Talks II

Auditorium (French Banking Association)

Chairman: Emmanuel Gobet (Ecole polytechnique)

› Optimal Business Model Adaptation Plan for a Company Under an Energy Transition Scenario - Elisa Ndiaye, Centre de Mathématiques Appliquées - Ecole Polytechnique 14:00-14:12 (12min)

› Physical propagation of climate extremes across global value chains. - Serine Guichoud, Laboratoire de Météorologie Dynamique (UMR 8539), Centre International de Recherche sur l'Environnement et le Développement 14:12-14:24 (12min)

› Robust climate mitigation entails net negative emissions for centuries - Côme Cheritel, Paris School of Economics, International Institute for Applied Systems Analysis [Laxenburg] 14:24-14:36 (12min)

› Sensitivity Analysis of Emission Markets: A Radner Equilibrium Approach - Mekonnen Tadese Demeke, Laboratoire de Probabilités, Statistique et Modélisation 14:36-14:48 (12min)

› The Social Cost of Carbon under Climate Volatility Risk - Xu Lin, University of Amsterdam 14:48-15:00 (12min)

15:00 - 16:00 (1h)

Credit and Climate Risks

Auditorium (French Banking Association)

Atnoine Bezat

› A climate stress test on the financial vulnerability of Italian households and firms - luciano lavecchia, Banca d'Italia 15:00-15:30 (30min)

› Climate Risk Assessment of a Large-sized Credit Portfolio - Florian Bourgey, Bloomberg L.P. 15:30-16:00 (30min)

16:00 - 17:00 (1h)

Coffee break and drinks: networking

Auditorium (French Banking Association)

17:00 - 18:00 (1h)

Green Banking and Finance

Auditorium (French Banking Association)

Jean Boissinot (Banque de France)

› Climate Policies, Macroprudential Regulation, and the Welfare Cost of Business Cycles - Francesca Diluiso, Bank of England 17:00-17:30 (30min)

› Are ethical and green investment funds more resilient? - Margherita Giuzio, ECB 17:30-18:00 (30min)

Program > Workshop Program