A Framework for the Identification, Quantification and Management of Climate Hazard Concentration Risk

This webinar explains the first global framework to identify new sources of concentration risk driven by climate-related hazards and quantify impacts of localized climate-related hazard events at issuer-, instrument-, segment- and portfolio-level. The framework is calibrated using wide-ranging Moody’s data and research. It can be implemented for real-world portfolios using Moody’s provided or other location information. 

With broad business applications that include concentration risk measurement analysis, climate hazard-resilient limit setting, and portfolio tail risk analysis, the framework enables more robust risk management processes and helps institutions meet regulatory requirements worldwide.

  • Speakers keyboard_arrow_down
    Olcay Ozkanoglu Director - Research Moody's Analytics
    Dmitry Brizhatyuk Assistant Director - Research Moody's Analytics
    Georgie Evans Senior Research Analyst Moody's Analytics
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