All Sessions by Lourenco Miranda
- 15 April 2026 Day 1 Emerging Risk, Technology and Innovation - part 2
- 16 April 2026 Day 2 Treasury, Balance Sheet and Market Risk
13:35 - 14:55
A strategic and practical workshop centred on integrating ESG and climate risks into client strategy, portfolio steering, and long-term business planning. The session examines how institutions can adapt portfolios to meet 2030–2050 climate pathways while maintaining profitability.
- Exercise: mapping a portfolio from "current state" -> "2030/2040/2050 climate-aligned state"
- Identifying exiting sectors, expanding sectors, and new value chains
- Aligning transition plans with EBA ESG/CRD6 regulatory milestones
- Group discussion: inside-out vs outside-in risk strategy
- Connecting climate strategy to pricing, provisioning, and credit appetite
13:30 - 14:05
Climate Stress Modelling
Exploring how climate and ESG risks can be integrated into capital and credit modelling frameworks.
- Embedding physical and transition risk factors into stress testing
- Assessing data availability and scenario consistency for climate models
- Managing cross-jurisdictional supervisory expectations
- Translating climate modelling into loan pricing and provisioning strategies
- Aligning ESG and prudential regulatory disclosure frameworks

