Jorge R. Sobehart (Atomic Energy Commission of Argentina (Nuclear F

Gebundenes Buch

Advanced Analytical Methods for Climate Risk and Esg Risk Management

A Concrete Approach to Modeling

Beschreibung

PRACTICAL, QUANTITATIVE METHODS FOR ASSESSING THE POTENTIAL IMPACT OF CLIMATE RISKS Written by quantitative modelling expert Jorge Sobehart, Advanced Analytical Methods for Climate Risk and ESG Risk Management is an essential guide for risk management professionals tasked with addressing potential losses incurred from the shifting climate of our planet. In reading this book, you will gain a foundation of knowledge in the scientific and practical aspects of climate change, including a historical understanding that will enable you to maintain the perspective needed to soberly quantify risk. You will also find a strong framework for stress testing portfolios, estimating potential losses and reserve requirements. By employing information systems to aid in the monitoring and managing of climate risk, you can gather the data that will enable you to methodically apply risk allocation and management strategies--described in detail inside. With Advanced Analytical Methods for Climate Risk and ESG Risk Management, you will gain insight into the potential impact of climate change across businesses of all sizes, across industries, and across the globe. These analytical methods for risk management will lead to improved understanding of the choices and obligations present in today's financial markets.

Autor

JORGE SOBEHART has over 35 years of experience in advanced quantitative modelling in industry and government, having worked for prestigious institutions including the Atomic Energy Commission of Argentina (Nuclear Fusion Division), the Center for Nonlinear Studies at the US Los Alamos National Laboratory, Moody's Investors Service, and CASA, a cutting-edge financial consulting start-up, making contributions in the fields of risk management, behavioral finance, theoretical and applied physics, computation and mathematical modeling. He also acted as a technical reviewer for several book editors and over a dozen professional journals in these fields. He is currently a Managing Director at a large global financial institution, leading analytics for wholesale credit and climate risk and risk ratings. During his career, he designed and developed frameworks for wholesale credit risk capital and allocation, credit and climate risk stress testing (CCAR, ICAAP, Climate Risk), credit reserves (CECL, IFRS9, FAS5), risk ratings, probability of default and various early warning tools of credit deterioration.

Produktdetails

• The Wiley Finance Series
• Verlag: John Wiley & Sons Inc
• Seitenzahl: 496
• Erscheinungstermin: 19. August 2024
• Englisch
• Abmessung: 235mm x 161mm x 30mm
• Gewicht: 858g
• ISBN-13: 9781394220090
• ISBN-10: 139422009X
• Artikelnr.: 70199899