Join Moody’s for a virtual round table discussion to explore how modeling the physical risks to your real asset portfolio can help your teams evaluate potential costs from damages and business disruption plus the implications of changing perceptions on insurability due to climate change.
In this one-hour webinar, we will explore how in particular markets climate change-influenced events such as hurricanes, floods and fires are creating more significant damage and business disruptions. Experts from McKinsey and Moody’s will share a case study on modeling risks to a US bank portfolio and the insights that can help your teams make better decisions on the potential real asset financial impacts, credit implications, and evolving views of insurability becoming a new reality with climate change.
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SpeakersJake Carr Director of Research Moody's
Hans Helbekkmo Partner McKinsey & Company
Laurence Carter Director, Risk Management, Insurance solutions Moody’s
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Jake joined Moody’s Analytics in 2017 and has been engaged in quantitative spatial research applied to the commercial real estate (CRE) sector. He currently leads efforts focused on understanding the impact of climate change and environmental events on CRE performance. He previously conducted urban and regional economic research while serving as an Economic Analyst at the Federal Reserve Bank of Philadelphia. Jake holds a B.A. in Economics from SUNY Oswego and jointly earned an M.A. in Mathematics and M.S. in Financial Economics from SUNY Buffalo. He also concurrently completed a Master’s in Applied Statistics while obtaining his Ph.D. in Geography from The Ohio State University.
Leader in climate risk management in North America, bringing extensive experience advising financial institutions on risk management challenges, including those from credit, market, insurance, and operational sources.
Laurence is a Director in the Insurance Advisory team and leads Moody’s risk modeling efforts for insurance‑linked securities (ILS) transactions. He specializes in translating catastrophe modeling outputs into decision‑useful, investor‑ready risk metrics to support the execution of new catastrophe bond issuances for insurer, corporate, and government sponsors. His work includes peril‑specific risk assessment, portfolio and layer analysis, and the presentation of modeled results for offering memoranda and investor materials.
In addition to his ILS focus, Laurence has delivered catastrophe risk advisory projects across the public and private sectors, including analytics for U.S. mortgage underwriting, wildfire risk mitigation for utilities, and infrastructure risk assessments in high‑hazard regions.
Laurence has led multiple catastrophe bond transactions at Moody’s, covering indemnity, industry index, and parametric structures, and works closely with structurers, sponsors, and legal teams throughout the issuance lifecycle.