Join us for an engaging discussion on EU Banking Regs and ECB expectations on Climate Risk with leading industry practitioners who will be sharing first-hand insights on the state of play. Our discussion will cover:
- A regulation overview; what are they, their impact and future evolutions. And interpreting ECB guidance.
- Key market insights and the challenges banks are grappling with.
- How Moody’s Analytics’ climate risk data and modelling solutions are helping market participants prepare for and respond to these emerging requirements
The panel session will be followed by Q&A opportunity with experts. We look forward to your participation.
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SpeakersViola Lutz Senior Director, Climate Strategy Moody's
Manuel Perez De Castro Chair of the European Banking Federation’s ESG Risk Task Force Santander
Marie-Charlotte Bourjac Associate Director, ESG & Climate Solutions Specialist Moody’s Analytics
Petr Zemcik Senior Director - Research Moody's Analytics
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Viola Lutz is Senior Director, Climate Strategy at Moody’s. Viola helps drive climate positioning across Moody’s with the goal to firmly establish the company and our offerings as a global leader in integrated climate risk analytics.
Prior to joining Moody’s, Viola was Executive Director, Head of Climate Solutions, at ISS ESG, the unit of Institutional Shareholder Services (ISS) that helps financial market participants to understand, measure, and act on climate-related risks and opportunities across all asset classes. Viola joined ISS in 2017, following its acquisition of the financial industry business of South Pole Group, where she was a member of the team that developed the world’s largest database of company-level climate change data and pioneered the development of leading, standardized investment climate screening tools. Viola was named to the Forbes 30 Under 30: European Finance list in 2020. She holds a Master of Public Affairs from Sciences Po Paris and a bachelor’s degree in Economics from the University of St. Gallen (HSG), Switzerland.
Viola is an avid improv theatre performer as well as a mountain sports and Yoga enthusiast.
Manuel is a Telecommunications Engineer with 20 years of banking experience split between the two main international Spanish banks.
As part of his role within the Risk function at Banco Santander, he coordinates the implementation of Climate Risk practices form an enterprise wide point of view. He led the risk participation in the main climate regulatory and supervisory initiatives, including the ‘SSM 2022 climate stress test’, and the ‘SSM thematic review on climate-related and environmental risks’.
Finally, Manuel is also the Head of Risk Disclosure to External Stakeholders (including rating agencies, investors, regulators, etc.), and Risk Regulatory Assurance in Santander. He cooperates and is a lecturer in several Masters for different Universities and Business Schools.
Marie-Charlotte is an ESG & Climate Solutions Specialist for Banking clients in Europe & Africa at Moody’s Analytics. In this role, she is responsible for helping clients understand how Moody’s capabilities can support their individual needs, as well as delivering product expertise to the market. Amid increasing regulatory reporting requirements for banks, she has also been assisting clients with the integration of climate data for European Central Bank (ECB) reporting needs.
Marie-Charlotte previously spent four years in Corporate Banking before joining Vigeo Eiris as a Business Development Manager. She holds a Masters in Corporate Finance from Audencia Business School.
Dr. Petr Zemcik is a Senior Director at the Moody’s Analytics London office who supervises a focused applied research team of risk modelers and data scientists located in the UK, the US, Czechia, and UAE. Petr leverages on his extensive experience as an engagement lead for internal and external projects to design and validate retail and corporate PD/LGD/EAD credit risk models for IFRS 9, A-IRB, and stress testing, as well as macroeconomic country and regional models for economic forecasting. His team currently concentrates on linking climate change scenarios to credit risk and on embedding macroeconomic scenarios across credit risk models, while also working on projects and products related to regulatory compliance for stress testing & ICAAP and CECL & IFRS 9. The team con tributes to the support of the following Moody’s credit risk products and models: Corporate Expected Default Frequency (EDF) for Risk Calc and Credit Edge; Credit Transition Model (CTM) & Moody’s Market Implied Ratings (MIR); and PD/Prepayment/LGD/EAD for retail portfolios in the Portfolio Analyzer (PA) platform. Petr previously worked at CERGE-EI, a joint workplace of the Center for Economic Research and Graduate Education of Charles University in Prague and the Economics Institute of the Academy of Sciences of the Czech Republic, and at Southern Illinois University in Carbondale. He holds a PhD and an MA in Economics from the University of Pittsburgh and an MSc in Econometrics and Operations Research from the University of Economics in Prague.