Certificate of completion issued to
Hanqi Zhou
For completing
Portfolio Climate Risk Management and Climate Stress Tests Pathway
Completion date
11 Feb 2023
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Certificate ID
dd3a7f175e57a169c3a41326443ec16e
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About Portfolio Climate Risk Management and Climate Stress Tests Pathway
7 Video modules
2 hours of learning
4.5 rating
Proficient level
Why do banks need to prepare for climate change risks? Banks are increasingly recognising the risks that climate change brings, and stress tests have become integral to understanding these risks. In this pathway, Professor Robert Engle explains how we can construct a climate hedge portfolio to stress-test banks. Misa Tanaka then discusses the application of GEOVOL and CRISK concepts in Climate Policy. Finally, Tony Hughes will explore the macroeconomic and microeconomic risks to bank safety due to climate-related risks.
In this pathway
Understand portfolio climate risk management
Explore macroeconomic and microeconomic risks
Construct a climate hedge portfolio and use it to stress test banks
Pathway experts
Robert Engle
Nobel Prize winning economist
Robert Engle is a co-director of the Volatility and Risk Institute. He was awarded the 2003 Nobel Prize in Economic Sciences for his work on autoregressive conditional heteroskedasticity. He holds a Ph.D. in economics from Cornell University in New York, United States.