PRMIA Ireland is delighted to welcome you to this very exciting sustainable lending topic.
Our esteemed panel of three risk professionals will give us their insights into how the future of lending is being impacted by the macro-economic drive towards sustainable lending and how climate risk and associated challenges can be quantified.
The Dublin Chapter of PRMIA is delighted to welcome you to this very exciting sustainable lending topic. Our esteemed panel of three risk professionals will give us their insights into how the future of lending is being impacted by the macro-economic drive towards sustainable lending and how climate risk and associated challenges can be quantified. Olivier Vinciguerra is an accomplished NED and Chairman who started in corporate banking and capital markets before moving to FinTech. He started his fight for climate change in 2019. Anne Gruz is an entrepreneur in her own right and well widely respected for her extensive modelling capabilities but a dab hand at finding practical solutions to complex instrument pricing problems. Adrian Sargent is a highly experienced finance professional who has turned his focus to ESG for banks in recent years. He is a thought leader and specialises in Transition Risk and Physical risk.
Olivier will first explore the energy transition needs, what it means for the financial industry and the benefits of a collaborative approach. Anne will present a model to quantify climate risk on a loan portfolio, adjusting well known credit models to emerging climate risk factors. Finally Adrian will discuss how this can be applied to asset portfolios, be those secured or unsecured loans.
This is followed by a Q&A session kindly moderated by Elmarie van Breda and Alan Bluett.
Speakers
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Olivier Vinciguerra
Olivier is co-founder and President of Green RWA and a Board Member of Domos FS, a FinTech for Private Equities. He launched Green RWA in May 2020 with the idea that banks should finance energy transition and climate risk models help them achieve that.
Olivier worked in banks both on corporate banking and capital markets before moving to FinTech for most of his career and to fight climate change at the end of 2019.
Olivier holds an engineering degree from the ENSAE, a French Finance and Economics University
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Anne Gruz
Anne is the President of Iggaak, with a focus on financial markets, risk management and climate finance. Anne is an active member of Green RWA, spearheading the climate finance R&D. She co-developed the CERM model, which extends the well-known Basel credit risk model to include climate risk factors.
Anne started out as a rates trader for many years for global banks and corporates including ING, Soc Gen and Peugeot. After that she led product and financial engineering teams for Finastra for 13 years.
Anne holds a double engineering degree from the Ecole Polytechnique and from MINES ParisTech.
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Adrian Sargent
Adrian is the founder and MD of ESG Treasury. He is a thought leader in ESG for banks and he has co-authored publications on developing the understanding and framework that can be adopted for assessing Risk Weighted Assets (RWA) associated with Climate change; specifically Transition Risk and Physical risk.
Adrian is a highly-experienced finance professional with extensive Treasury expertise. He has worked across the financial services spectrum from global asset management to UK-based start up banks, including BlackRock and Virgin Money.
Complementing his Treasury background, he has led transformational programmes, discharged accountable regulatory responsibilities, designed and delivered strategic plans and has a thorough understanding of financial service regulation.
Adrian is a chartered accountant (ICAS) and Fellow of the Association of Corporate Treasurers (FCT).
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Moderators:
Alan Bluett
Alan Bluett is the Co-Regional Director of the Irish Chapter of the PRMIA, a Patron of the Irish Association of Corporate Treasurers, a Member of the Institute of Bankers and a Fellow of the National Recruitment Federation. For his day job Alan is a Partner and Banking & Treasury Specialist with The Panel (An Executive Recruitment Firm) and has worked with company since 2004. Prior to this he has over 11 years’ work experience within Treasury in Dublin, where he was Associate Director and Head of Fixed Income Trading for RBS. He holds a BComm and MBS from University College Dublin.
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Elmarie van Breda
Elmarie is a financial risk management expert working globally in the financial services sector. Her most recent publications were on the impact on the pandemic on quantifying credit risk. She held strategic leadership roles in Standard Bank and Finastra. She is also an experienced entrepreneur with 4 start-ups behind her.
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