Deploying ESG parameters into ERM Framework

PRMIA Vienna presents "Deploying ESG parameters into ERM Framework - beyond regulatory stress test"

Agenda

CRL Credits

Date:
May 12, 2022

Time:
17.00 - 20.30 CEST

Location:
Raiffeisen Bank International, Am Stadtpark
For remote attendance, please join HERE.

As ESG – in different forms – is taking priority in the Banks’ management agendas, PRMIA Vienna is happy to restart its in person events.
This event intends to provide an overview of ESG from the overall reference framework to the application of analytic tools, combining regulatory experience with practitioners’ activities.

Agenda
	Time	Event

	17.00 – 17.30	Arrival and Registration

	17.30 – 17:40	Introduction Alfonso Asaro, PRMIA Vienna

	17.40 – 18.10	ESG Overview Vera Economou, RBI Sustainable finance in a nutshell Climate change a global challenge Why ESG is relevant for the banks? RBI’s goal becoming the most recommended ESG bank in Austria and CEE Sustainable business goals and strategy of corporate area ESG competences and expertise of our products and services

	18.10 – 18.30	Regulatory approach to climate stress test Csilla Koenigswieser, OeNB Climate Risk Testing – General Concepts & Challenges How climate risk testing differs from ordinary stress testing Overview of different approaches OeNB Climate Risk Exercise 2021 Description of methodology and results ECB Climate Risk Stress Test 2022 Description of methodology Regulatory Outlook Developments regarding supervisory expectations How will new reporting standards increase data availability & quality

	18.30-19.10	Development of ESG Risk models Jing Liu, RBI and Tiziano Bellini, Prometeia Applying climate scenarios How climate transition relate with macroeconomic factors Application of climate scenarios on geo-sectoral bases Deploying transition risk How to link scenarios and credit risk parameters How to create projections How to develop GHG emissions and forecasts Lessons learned Next steps in ESG model development Outcome of the ECB Climate stress test - considerations

	19.10-20.30	Q&A and Social gathering

Important instructions:

Attendance. The event will be in presence and remote. Due to limited seating availability the maximum number of available seat is 50. We therefore invite you to register for the on site event only if you can be sure of your presence, else we invite you to register for the streaming version (link will be send before conference starts).
For those who will attend in person a voluntary, self administered Covid test is suggested.

For registration in person attendance please email request to [email protected], with Subject “ESG registration” and in the body of the mail full name, company and title. Registration will be processed automatically.

Thanks to our sponsor Prometeia the event is free of charge.

For further information please contact [email protected]

Directions:

Attendees need to register at the security desk of the main entrance, Am Stadtpark 9. They will be provided with a Visitors’ badge for the access to the conference room nearby.

Continued Risk Learning Credits: 1

PRMIA Continued Risk Learning (CRL) programs provide you with the opportunity to formally recognize your professional development, documenting your evolution as a risk professional. Employers can see that you are not static, making you a highly valued, dynamic, and desirable employee. The CRL program is open to all Contributing, Sustaining, and Risk Leader members, providing a convenient and easily accessible way to submit, manage, track and document your activities online through the PRMIA CRL Center. To request CRL credits, please email [email protected].