Below you will find the sessions that are available online. The full programme of the 15
th edition of the Financial Risks International Forum is available on
www.risks-forum.org and will take place at CCI Paris.
1st LIVE ONLINE SESSION
Welcome Address
by Jean-Michel BEACCO, CEO, Institut Louis Bachelier (ILB)
and Marie BRIÈRE, Chairwoman of the Scientific Committee, Financial Risks International Forum
13:45 - 14:15
Guest speech session
Chairman: Christian GOURIEROUX, Toronto University, Toulouse School of Economics, CREST.
Guest speaker: Stefano GIGLIO, Professor of Finance, Yale School of Management.
“A Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios”
14:15 - 15:00
Roundtable I: DATA GAPS AND NEEDS FOR SUSTAINABLE FINANCE RESEARCH
Chairman: Peter TANKOV, CREST, ENSAE, IP Paris, and Green and Sustainable Finance (GSF) Programme, Institut Louis Bachelier
Thibaud BARREAU, Data Scientist, ILB DataLab / Pladifes project,
Stéphane VOISIN, Head of the Green and Sustainable Finance (GSF) Programme, ILB,
Stefano GIGLIO, Professor of Finance, Yale School of Management,
Léa GRISEY, Green Finance Expert, Banque de France / NGFS,
Jocelyn MARTEL, Professor of Finance, ESSEC.
The round table will be an occasion to discuss the main challenges related to data availability for sustainable finance research from the point of view of academics and regulators, and present the latest initiatives in the domain, namely the NGFS Data Repository and the Pladifes project funded by the National Research Agency (ANR).
Below you will find the sessions that are available online. The full programme of the 15
th edition of the Financial Risks International Forum is available on
www.risks-forum.org and will take place at CCI Paris.
2nd LIVE ONLINE SESSION
9:00 - 9:30
Guest speech session
Chairman: Jean BOISSINOT, Deputy Director, Financial Stability, Banque de France, Head of Secretariat NGFS
Guest speaker: Irene MONASTEROLO, Professor of Climate Finance, EDHEC Business School and EDHEC-Risk Institute
“Cascading Climate Financial Risks”
9:30 - 10:15
Roundtable II: THE FUTURE OF FUTURES: DESIGNING AND USING CLIMATE MACRO-FINANCIAL SCENARIOS
Chairman: Laurent CLERC, Director for Research and Risk Analysis, Autorité de Contrôle Prudentiel et de Résolution (ACPR).
Jean BOISSINOT, Deputy Director, Financial Stability, Banque de France, Head of Secretariat, NGFS,
Marc IRUBETAGOYENA, Head of Group Stress Testing and Financial Synthesis, BNP Paribas,
Christopher KOK, Head of Stress Test Experts Division, European Central Bank,
Irene MONASTEROLO, Professor of Climate Finance, EDHEC Business School and EDHEC-Risk Institute.
The roundtable will take stock of the current developments in the design and use of climate macro-financial scenarios and discuss emerging trends. What are the different uses of climate scenarios? After the first exercises, what are the lessons learnt with regard to (i) the design of scenarios and the methodologies for scenario-based risk assessments as well as (ii) the supervisory approach to climate-related risks and other regulatory implications (e.g. capital requirements)?
10:15 - 10:40
Guest speech session
Guest speech: Stanislas POTTIER, Senior Advisor to the General Management of Amundi.
“How Paris Financial Center Can Coordinate on Climate Action”
10:40 - 11:00
IEF/SCOR Award Ceremony
IEF/Foundation SCOR pour la Science Award: Best Young Researcher in Finance and Insurance
Award Hosts: Zeying PEUILLET, General Secretary of SCOR Foundation for Science and Didier VALET, Chairman, Institute Europlace de Finance and Vice-President, Institut Louis Bachelier.
Below you will find the sessions that are available online. The full programme of the 15
th edition of the Financial Risks International Forum is available on
www.risks-forum.org and will take place at CCI Paris.
3rd LIVE ONLINE SESSION
14:15 - 14:45
Guest speech session
Chairman: Christian GOLLIER, TSE
Guest speaker: Lucian TAYLOR, Professor of Finance, Wharton School, University of Pennsylvania.
“Dissecting Green Returns” Paper
14:45 - 15:30
Roundtable III: STEERING THE GREENING OF FINANCIAL INSTITUTIONS' BALANCE SHEET
Chairman: Michel CROUHY, Senior Consultant, NATIXIS
Orith AZOULAY, Global Head of Green and Sustainable Finance, NATIXIS,
Erick DECKER, Head of Responsible Investment, AXA,
Nicolas DE JENLIS, Partner, Sustainable Finance Practice, Deloitte,
Louis DOUADY, Global Head of Environmental and Social Responsibility, NATIXIS.
The roundtable will discuss the current methodologies adopted to “green” the balance sheet of financial institutions. AXA and Natixis will present their strategies to reduce portfolios’ impact on climate and to meet emission reduction targets. Deloitte will provide a benchmark with other financial institutions.
16:40 - 17:40
Roundtable IV: FINANCE AND INSURANCE RELOADED (FaIR) - THE ENVIRONMENTAL IMPACT OF BITCOIN MINING: TOWARDS A SUSTAINABLE INDUSTRY?
Chairman: Louis BERTUCCI, Scientific Coordinator, Finance and Insurance Reloaded (FaIR) Programme, Institut Louis Bachelier.
Hector CALVO-PARDO, Economist, Economics Department, FSS, University of Southampton,
Jad COMAIR, CEO, Melanion Capital,
Pierre NOIZAT, CEO, Paymium.
