ESG Methods and Data Challenges

Summary

ESG-related risks are becoming crucial along the financial institutions to meet regulatory expectations and client demands. In a dynamic regulatory environment, accuracy in the models that categorize and flag ESG risks and quality of input data used in these models are essential. In this panel discussion, we bring various experts who will share their experience in ESG methodologies and answer your questions.

Panel Discussion

Dr. Yuliya Plyakha Ferenc is senior ESG and equity solutions researcher at MSCI. She previously served as an academic researcher at the Luxembourg School of Finance and Goethe University. Yuliya has published research on portfolio construction, smart beta and asset pricing, and serves as a lecturer at EBS University. She holds a doctorate in finance from Goethe University, a master’s degree in financial mathematics from the TU Kaiserslautern and a master’s in mathematics from Kyiv University.

Dr. Michel Dacorogna is partner at Prime Re Solutions, a company advising financial institutions on actuarial and eco-nomic matters. He is the former scientific advisor to the chairman of SCOR. In 2009, he received from Risk Magazine the price of Insurance Risk Manager of the year. He received his Habilitation, Ph. D. and M. Sc. in Theoretical Physics from the University of Geneva in Switzerland and did a post-doc at the University of California in Berkeley.

Corina Grünenfelder is the Head of Sustainable Finance Consulting at EY Switzerland. She is advising financial services clients on ESG and sustainability from strategy, regulation to reporting. She is co-chairing the sustainability and climate risk working group of the Swiss Association of Actuaries. Corina holds an MSc. in Mathematics from EPF Lausanne and is a fully qualified actuary SAA

moderated by Evren Baydar and Falk Scheffler.

Agenda

17:45 Doors open – name tag collection
18:15 Introduction (Anton Seidel)
18:20 Moderation with Panel Discussion (Evren, Baydar, Falk Scheffler, Speakers)
19:10 Q&A (all)
19:30 Networking drinks (all)
20:30 End

Chapter Event

In our chapter events – access for members only – we present one or more speakers to share knowledge, updates and best practices on a specific risk topic. In small groups of risk professionals you can exchange thoughts and test ideas. More on SRA chapters. This event is hosted by the chapter Risk Analytics and Models.