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Summary
Join us for a timely webinar exploring the evolving regulatory landscape for how banks and insurers address climate-related risks. We’ll unpack recent updates from the UK PRA on climate stress testing, developments from the ECB, and the broader context of the EU Omnibus—highlighting the potential for regulatory alignment across the UK and EU.
We’ll also dive into the practical challenges firms face when aligning their credit risk frameworks with rising supervisory expectations. Key themes include the need to address data gaps, modelling complexities, and exposures to private market assets such as mortgages and insurance portfolios.
Finally, we’ll cover the Basel Committee’s new voluntary disclosure framework and the ECB’s nature risk reporting—both reflecting growing pressure on firms to integrate environmental risks into their core risk management.
Moderator
S&P Global Market Intelligence
Shreya Mishra
Customer Success Manager, Credit & Risk Solutions
Shreya is a Customer Success Manager in the Credit & Risk Solutions team at S&P Global, where she supports a diverse range of buy and sell-side portfolios of clients across the UK and European markets. With strong expertise in the Credit & Risk suite of products, she specializes in Ratings Direct and Credit Analytics and leads product-focused conversations across the rated and unrated universe for credit risk analysis. Shreya joined S&P Global Market Intelligence in November 2023, bringing with her a diverse background and international work experience as a Financial Journalist for Bloomberg Quint, where she reported on macroeconomics, finance, and political news. She is also keenly interested in the implementation of Artificial Intelligence and has previously worked at a London-based start-up, Echobox - integrating AI in newsrooms and leading business partnerships.
Speakers
S&P Global Market Intelligence
Giorgio Baldassarri
Head of the Analytical Innovation and Development Group
Giorgio Baldassarri is Global Head of the Analytic Development Group (ADG). His team is responsible for the analytical development, maintenance and on-going validation of all credit risk models and products across Risk Services. These products are used by financial institutions and companies to measure and manage credit risk within regulatory frameworks such as Basel II/III or Solvency II.
Prior to joining S&P Global Market Intelligence in 2011, Giorgio worked at Barclays for three years as Associate Director in Group Risk (Operational Risk and Credit Risk).
Giorgio holds a Ph.D. in Quantum Mechanics and Semiconductor Physics from Sapienza University of Rome.
S&P Global Market Intelligence
Prerna Divecha
Global Head of Market Development for ESG & Climate Credit Risk
Prerna leads the global market strategy for our Climate and ESG-linked Credit & Risk Solutions. She joined S&P Global Market Intelligence in May 2017 as a Director in the Product Specialist team for Credit Risk Solutions, leading efforts in Southeast Asia and Japan. Previously she was at Fitch Ratings where she was part of the Business and Relationship Management team in Singapore managing new business initiatives for the corporate ratings business. Prior to that, she spent 2 years at Standard Chartered on the debt markets desk, where she assisted Indian corporates in issuing debt in G3 and select Asian currencies, such as SGD and JPY. She also spent 7 years in J.P. Morgan’s investment banking team, covering financial institution clients in India. Prerna is a certified Chartered Accountant from India.
Questions?
Please contact us if you need more information or have trouble accessing the webinar.