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金融机构水风险压力测试研讨会3月14日举行

2017-03-07   

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金融机构水风险压力测试研讨会 Drought Stress Testing by Financial Institutions

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2017年3月14日

地点: 北京金融街威斯汀酒店聚宝厅一厅

(北京西城区金融街9B号)


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背景:

水资源短缺被世界经济论坛列为三大最具影响力的风险之一。由于物理气候变化的影响,许多地区预计会更加频繁地发生更严重的干旱灾害。最近发生在巴西东南部和加利福尼亚的干旱证明了与水有关的灾害冲击对经济生产的深刻影响。不稳定的水资源可能降低各个部门的生产力,并对本国和区域经济产生潜在的溢出效应。提高各种方法论的可用性及高质量使用这些工具以充分定价、管理与环境气候变化相关的风险,对于做出谨慎的金融决策、提高市场效率和经济弹性至关重要。 

德国国际合作机构(GIZ)和自然资本金融联盟(NCFA)在环境压力测试试点项目中,开发了一个分析框架和工具,使银行能够量化和评估干旱事件对公司贷款组合的影响。该环境压力测试工具已经成功通过了巴西、中国、墨西哥和美国相关项目参与合作银行的测试,并将于2017年3月14日在北京推出。我们诚挚地邀请您届时参加我们在北京金融街威斯汀酒店举办的此次活动

日程

语言:中英文同声传译

主持人:德国国际合作机构(GIZ),新兴市场金融对话项目联合主任,祁岚女士

08:30 – 09:00会议签到


09:00 – 09:15

主题致辞

中国金融学会绿色金融专业委员会副秘书长、中国工商银行城市金融研究所副所长,殷红博士

09:15 – 09:30 第一环节

水风险压力测试试点-项目回顾

压力测试试点项目的动力

项目目标及期待成果

项目方法的创新和独特性

 

自然资本金融联盟主任,Marie Morice女士

09:30 – 10:15 第二环节

测试工具、方法论以及主要发现

测试工具弥补了金融风险分析的哪些缺口

测试工具的方法架构

测试工具的启用假设和局限性

如何应用测试工具/金融机构、金融风险分析师 如何将其与标准模型整合

 

市场解决方案部主任,风险管理解决方案公司(RMS),Stephen Moss先生

10:15 – 10:35中国工商银行工具应用

回顾项目的参与以及工具的开发、益处和下一步运用

中国金融学会绿色金融专业委员会副秘书长、中国工商银行城市金融研究所副所长,殷红博士


10:35 – 10:55  茶歇



10:55 – 11:45 专家讨论以及互动问答

实践中的环境风险 - 环境压力测试如何影响金融机构的风险管理和决策过程?

中国工商银行,风险管理部处长,乐宇先生

风险管理解决方案公司(RMS),资本市场解决方案部主任,Stephen Moss先生

瑞士再保险有限公司北京分公司,财产险合约核保部负责人,张楚莹女士

全球环境信息研究中心(CDP),中国项目主任, 张译戈女士

提问环节 (15分钟)

 

主持: 商道融绿董事长, 郭沛源博士

 

11:45-12:00   结束辞

联合国环境规划署金融行动机构,生态系统服务和可持续土地使用专家,Jonathan Gheyssens先生



Drought Stress Testing:

Making Financial Institutions more Resilient to Environmental Risks

14 March 2017

Venue: Treasury I, Hotel Westin Beijing Financial Street, 9B Financial Street, Xicheng District, Beijing

Background:

Water scarcity has been highlighted as one of the top three most impactful risks by the World Economic Forum. Drought events are expected to become more frequent and increase in intensity in many regions due to physical climate change impacts.  Recent droughts in the South East of Brazil and California have demonstrated the profound implications of water-related shocks for economic productivity. Water insecurity can reduce the productivity of various sectors, with potential spillover effects across national and regional economies. Improving the availability and quality of respective methodologies to adequately price and manage environmental and climate change-related risks is crucial to make financial decision-making more prudent, markets more efficient and economies more resilient.

In a pilot project on Environmental Stress Testing, the Deutsche Gesellschaft für Internationale Zusammenarbeit (GIZ) GmbH and the Natural Capital Finance Alliance (NCFA), developed an analytical framework and tool that allows banks to quantify and assess the potential impact of drought events on the performance of their corporate loan portfolio. The Environmental Stress Testing Tool, which has already been successfully tested by partnering banks from Brazil, China, Mexico and the United States, will be launched on 14 March 2017 in Beijing. We cordially invite you to join us for this event held at Westin Hotel in Financial District of Beijing.

AGENDA

 Language: Chinese-English Simultaneous Interpretation

Moderator:  QI Lan, Co-Director, Emerging Markets   Dialogue on Finance, GIZ

08:30  –  09:00  Registration

09:00  –  09:15   Keynote

Opening Remarks

  • Welcome and Introduction

 

Dr. YIN Hong, Deputy Director of the Urban Finance Research   Institute of Industrial and Commercial Bank of China (ICBC)

09:15  –  09:30  Session I

Piloting Drought  Stress Testing – Project Overview

  • What are the motivations and driving factors of the drought stress testing pilot project?

  • What are the objectives and aspired/desired outcome of this project?

  • What makes the approach of this project novel and unique?

 

Marie MORICE, Director, Natural Capital Finance   Alliance (NCFA)

09:30  –  10:15  Session 2

Introduction to the Tool and its Application

  • What are the gaps in financial risk analysis addressed by the tool?

  • What is the methodological framework of the tool?

  • What are the underlying assumptions and limitations of the tool?

  • How can the tool be applied // integrated into standard models by a financial institution // financial risk analysts?

 

Stephen MOSS, Director Capital Markets Solutions, Risk Management Solution (RMS)

10:15  –  10:35

Application of the Tool  by ICBC

  • Overview of participation in the project, tool development, benefits of such tools, next steps


Dr. YIN Hong, Deputy Director of the Urban Finance Research   Institute of Industrial and Commercial Bank of China (ICBC)

10:35    10:55    Coffee Break


10:55  –  11:45 Panel Discussion

Environmental  Risks in Practice – How will Drought Stress Testing affect Risk Management   and Decision-Making Processes of Financial Institutions?

  • LE Yu, Director, Risk Management  Department, ICBC

  • Stephen MOSS, Director, Capital  Markets Solutions, Risk Management Solution (RMS)

  • Cindy   ZHANG, Head Property Treaty Underwriting China, Swiss Reinsurance Co. Ltd,  Beijing Branch

  • Sabrina ZHANG, China Country Director,  CDP

 

Moderator: Dr. GUO Peiyuan, Chairman of SynTao Green Finance

 

Q&A (15 minutes)


11:45  –  12:00  Wrap-up & Closing Remarks

Jonathan Gheyssens, UNEP FI Expert for Ecosystem Service & Sustainable Land Use