SPEAKING SLOT
Tuesday, 8 November, 10:00-10:35 CET
Climate Scenarios & ORSA – Putting the Theory into Practice
In this session we will discuss recent industry trends to incorporate climate risk into Own Risk and Solvency Assessments (ORSA).
We will discuss how climate scenarios, like those recently produced by the NGFS can provide the basis for modelling both transition and physical risk impacts on insurers’ investment portfolios.
While the NGFS scenarios may appear to cover a limited number of narratives, the total universe of possible outcomes is much larger when the underlying assumptions are considered as sources of uncertainties which could be critical to economic outcomes and in different financial markets.
Featured Speaker
Alasdair Thompson
Associate Director
Moody’s Analytics
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Alasdair Thompson is an Associate Director in the Insurance Modelling and Analytics Research team. He joined Moody’s Analytics in 2012 from a post-doctoral position at the University of Edinburgh.
Alasdair is currently focused on pricing physical and transition climate risks, and incorporating these into financial models.
Within the research team he has also worked extensively on developing methodology for IFRS 17 and decomposing credit risk. Prior to joining the research team he played a key role in the delivery of advisory and implementation services projects, focusing on the use of statistical regression techniques for capital modeling.
Alasdair has a MPhys and a PhD in Mathematical Physics from the University of Edinburgh.