Climate-Related Risk Scenarios to Asset Portfolios

This webinar will present the focus of the 4th Climate Risk Paper on the assessment and projection of asset cash flows and market values, taking into account climate-related risks to be incorporated in the analyses and reports provided by actuaries.

Some typical portfolios and related case studies are included in the paper to illustrate how climate-related risk scenario analysis is applied to asset portfolios in the context of life insurers, pension funds, general insurers, and lending banks. It is hoped this paper can assist actuaries and others to understand how institutional asset portfolios may be affected by exposure of investments to climate-related risks (a bottom-up approach) and appreciate how climate-related risk scenarios could impact macro-economic variables and parameters (a top-down approach). The paper discusses commonly used portfolio-level risk measures and metrics and shows how different asset classes are impacted by climate-related risks.

Speakers: André Choquet, Eileen Tay and Will Harding
Moderators: Gábor Hanák

4/26/2022 8:00 AM - 9:00 AM