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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
Credit Solutions, Go-To-Market Strategy & Market Development EMEA
Shreya helps shape the go-to-market strategy for RatingsDirect and AI-powered solutions, including CreditCompanion and Credit Memo Builder, across EMEA. She partners with clients to unlock greater value from ratings intelligence and AI-driven workflows, enabling more informed and efficient credit risk decision-making.
Since joining S&P Global in 2023, Shreya has led solution-focused engagements with corporate, buy-side, and sell-side clients across the region, providing subject matter expertise and strategic guidance on modernizing credit risk workflows.
Shreya brings a distinctly international perspective, with a career spanning financial journalism and AI. She began her career at Bloomberg Quint, where she covered macroeconomics, financial markets, and political developments. She later joined London-based AI startup Echobox, where she partnered with leading news organizations across Europe and APAC to drive AI adoption and help publishers expand the reach and impact of their content. This unique blend of financial markets expertise and AI experience enables her to provide valuable insights into the evolving role of generative AI in credit risk and investment workflows.
Speakers
S&P Global Market Intelligence
Giorgio Baldassarri
Managing Director, Global Head of Quantitative Risk Modelling
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.