SIXTEENTH ANNUAL RISK |
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This international conference will provide a platform for policy makers, regulators, industry executives, and researchers from academia and industry to enhance their risk management techniques, explore the latest investment strategies and manage the fundamental regulatory changes in the financial sector. The conference will feature industry panels as well as scientific paper presentation. A pre-conference workshop on Credit Portfolio Management is organized in collaboration with the International Association of Credit Portfolio Managers. This year, the conference will feature topics such as climate change, net-zero, and the practice of financial risk management, as well as recent research on data and analytics advances. |
KEYNOTE TALK ON "HOW SHOULD CLIMATE CHANGE UNCERTAINTY IMPACT SOCIAL VALUATION AND POLICY?" | |||
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LARS PETER HANSENWe study the transition to a carbon-neutral economy via innovation that reduces the abatement cost of carbon-based energy. This innovation is made probable through research and development (R\&D). We focus on the economic and geoscientific uncertainty related to this transition and its impact on the social benefit of R&D and cost of global warming. We take a broad perspective on uncertainty including both ambiguity across alternative economic and climate models and the potential misspecification of each such model. |
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We use methods from decision and control theory along with tools from asset pricing to quantify the importance of three alternative sources of uncertainty: i) the global warming impact of CO2 emissions, ii) the economic consequences of global warming, and iii) the likelihood of discovering new technology that reduce substantially the demand for carbon-based energy. |
PLENARY SPEAKER
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NOAH WILLIAMS |
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SEMI-PLENARY SPEAKERS
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AGOSTINO CAPPONI |
MIN DAI |
INVITED SPEAKERS
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MARCIA BANKS |
DAVIDE CRIPPA |
POST-CONFERENCE SPEAKERS
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ROHIT AGARWAL |
MARCIA BANKS |
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For more information, please visit RMI website. |