Measuring Financial Impact of Climate Risk Using Climate Pathway Scenarios
This session covers NGFS scenarios, the modelling framework and the work our experts have been doing with insurers to translate temperature paths into economic scenarios.
Climate change is creating new demands on Insurers with the immediate requirement to understand the financial impact on their business from climate risk.
These economic scenarios are calibrated in the Moody’s Analytics Scenario Generator to provide a set of deterministic paths or stochastic distributions aligned with each of the NGFS climate scenarios.
Loading feed
Speakers
Confirm cancellation
Something went wrong.
An error occurred trying to play the stream. Please reload the page and try again.
CloseMoody's Events
close
Alasdair Thompson is an Associate Director in the Insurance Modelling and Analytics Research team. He joined Moody’s Analytics in 2012 from a post-doctoral position at the University of Edinburgh.
Alasdair is currently focused on pricing physical and transition climate risks, and incorporating these into financial models.
Within the research team he has also worked extensively on developing methodology for IFRS 17 and decomposing credit risk. Prior to joining the research team he played a key role in the delivery of advisory and implementation services projects, focusing on the use of statistical regression techniques for capital modeling.
Alasdair has a MPhys and a PhD in Mathematical Physics from the University of Edinburgh.
Christian is a Director in the Insurance division at Moody’s Analytics, based in London. He is responsible for Moody’s Analytics Scenario Generator advisory teams.
In his role, he works closely with clients globally, supporting them in the use of stochastic models across a range of applications in the Life Insurance, General Insurance, Pensions and Wealth Management sectors.
Christian is an Actuary and joined Moody’s in 2012 after working at a Pensions consultancy. He studied Mathematics at the University of Edinburgh and completed a Masters in Actuarial Finance at Imperial College London.