Summary
In its new Circular 2026/1 “Nature-related financial risks”, the Swiss Financial Market Supervisory Authority (FINMA) establishes supervisory expectations for how banks and insurance companies should identify, assess, manage, and monitor environmental risks that may affect their financial resilience.
The circular represents an important evolution in prudential supervision in the area of nature-related risks for financial institutions. While earlier regulatory initiatives primarily focused on transparency and disclosure of climate risks, Circular 2026/1 places stronger emphasis on active risk management and governance. Institutions are expected to integrate climate- and nature-related risks into their overall risk management frameworks, strategic decision-making, and internal control systems.
The regulation entered into force in 2026 with a phased implementation approach until 2028. Climate-related financial risks are addressed first, followed by a broader integration of other nature-related risks, including biodiversity loss and ecosystem degradation.
This event aims to support financial institutions in understanding and implementing the requirements of this new circular, with practical examples that will be shared by a panel of specialists representing various financial institutions in Romandie.
Why this event matters
The event will explore both the regulatory expectations and the practical implications for financial institutions. In particular, it will:
- Explain supervisory expectations and regulatory developments
- Discuss practical approaches to integrating climate- and nature-related risks into risk management
- Explore possible methodologies, data sources and scenario analysis
- Share early implementation experiences and challenges across the financial sector
Industry practitioners will share practical insights on implementing FINMA Circular 2026/1 on the management of climate- and other nature-related risks. They will discuss how financial institutions are integrating these risks into governance structures, risk management frameworks, and portfolio assessments, while highlighting approaches to scenario analysis, data and metrics, as well as key implementation challenges and lessons learned from early adoption.
Speakers
- Damien Contamin, CSR and Non-financial Risk Manager at BCGE
Damien Contamin joined BCGE in 2021 as non-financial risk manager. He is also CSR manager. He began his career at Société Générale in Zurich as an FX derivatives sales/trader. He worked for 10 years at the Banque Cantonale Vaudoise as a specialist in structured products. He holds two master’s degrees in in-depth quantitative economics from the Toulouse School of Economics and the CFA ESG investing title. - Manjola Goga, Senior Investment Risk Manager at Pictet Group
Manjola joined Pictet in 2019, where she is responsible for deploying a comprehensive Investment Risk Management Framework across Pictet Group, including ESG Risk Management. Before that, she has been a quantitative investment research and risk analyst at Capital International for 10 years. She holds a Master of Science and a Master of Advanced Studies in Econometrics and Quantitative Economics. She is also a certified GARP FRM. - Nathan Dinger, Head of Market, Liquidity and Investment Risk
With a strong foundation in risk management, quantitative modelling, and data analysis, he thrives on developing innovative strategies to mitigate financial risks and optimize performance. He holds an MSc in Finance from HEC Lausanne and is also a certified GARP FRM. - Francis Marinier, Director and Industry Practice Lead in Financial Crime Compliance at Moody’s
Francis Marinier is Financial Crime Compliance Industry Practice Lead at Moody’s since 2023. His tenure as head of Compliance at Sumitomo Mitsui (SMBC), saw him orchestrate the effective establishment of the Risk and Control framework for an EU entity in compliance with French and Germany passported regulatory requirements. With 8 years at HSBC, Francis spearheaded regulatory investigations, integrated Compliance risk management globally, and drove compliance controls governance transformation initiatives. A certified PRINCE2 practitioner, Francis also holds diplomas in financial crime prevention and governance, risk, and compliance from the International Compliance Association.
Moderation & Introduction
Introduced and moderated by Jean-Pierre Colombara SRA Board Member and Jean-Noël Ardouin, Partner, Financial Services – Risk Consulting at EY Switzerland and SRA Advisor to the Private Banking & Wealth Management SRA Chapter.
Jean-Noël leads the Quantitative & Analytics competency team of the Financial Services Consulting organization of EY Switzerland. He has more than 15 years of professional experience in risk management (market, credit and liquidity), at EY and at a global bank. He combines his deep knowledge in analytics and risk management with his passion for new technologies to bring innovation to EY clients
Who should attend
- First Line Senior Management
- Financial Risks Professionals
- Regulatory and Compliance Professionals
- Financial and non Financial Auditors
Agenda
17:30 Arrival & Name tag collection
18:00 Welcome and introduction (Jean-Pierre Colombara)
18:05 Background and context (Jean-Noël Ardouin)
18:15 Use case of mortgage activities (Damien Contamin)
18:30 Use case of investment portfolios (Manjola Goga / Nathan Dinger)
18:50 Data challenges and considerations (Francis Marinier)
19:00 Panel discussion and Q&A with all speakers (moderated by Jean-Noël Ardouin)
19:30 Apéro & Networking (until 20:30)
Chapter Event
The main goals of the Chapter “Private Banking & Wealth Management” is to provide a platform for exchanging ideas, best practices, and experiences within “Suisse Romandie” Risk Professionals community. The Chapter will cover the Private Banking and Asset Management risk domains (e.g. financial crime risks, reputational risks, regulatory risks, fiduciary risks, investment risks, credit risks, operational risks, ESG risks, cross-border risks etc.)
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Implementation of the FINMA Circular 2026/1 – Nature related financial risks
3. September 2026
18:00 - 20:30
Venue: EY Geneva
Address: