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A01=Jorge R. Sobehart
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Author_Jorge R. Sobehart
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Advanced Analytical Methods for Climate Risk and ESG Risk Management: A Concrete Approach to Modeling

English

By (author): Jorge R. Sobehart

A holistic view on climate risk and practical ways to model and measure it

Advanced Analytical Methods for Climate Risk and ESG Risk Management provides risk management professionals and other interested parties with an introduction to climate risk, a detailed history of climate change, and analytical risk management methods. Readers will gain insight on the potential impact of climate change and learn to apply a concrete three-pronged framework for risk modelling and assessment. The management of climate riskregardless of the size of the business or of the potential lossis also considered in detail, with discussions of risk allocation, portfolio optimization, regulatory constraints, and sustainable goal setting.

The development of advanced risk management analytical methods for ESG and climate risk is limited. This book fills a gap by offering a comprehensive review of modelling theory and methods for addressing the accelerating changes to the planet's climate.

  • Gain thorough background knowledge of climate science, the history of climate change, and the current political and public policy landscape
  • Understand how global climate shifts introduce localized impacts to business
  • Identify, measure, and manage financial and operational risks
  • Utilize a concrete methodology for stress testing portfolios and accounting for risk

Risk management professionals in financial institutions, along with academics and advanced students of economics and finance, will be grateful for this comprehensive approach to climate and ESG risk. Regulators will also benefit from the thorough considerations outlined in Advanced Analytical Methods for Climate Risk and ESG Risk Management.

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Current price €80.09
Original price €88.99
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A01=Jorge R. SobehartAge Group_UncategorizedAuthor_Jorge R. Sobehartautomatic-updateCategory1=Non-FictionCategory=GPQDCategory=KFFCategory=KJJCategory=RBPCOP=United StatesDelivery_Delivery within 10-20 working daysLanguage_EnglishPA=AvailablePrice_€50 to €100PS=Activesoftlaunch
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Product Details
  • Weight: 703g
  • Dimensions: 160 x 231mm
  • Publication Date: 22 Aug 2024
  • Publisher: John Wiley & Sons Inc
  • Publication City/Country: United States
  • Language: English
  • ISBN13: 9781394220090

About Jorge R. Sobehart

JORGE SOBEHART has over 35 years of experience in advanced quantitative modelling in industry and government having worked for prestigious institutions including the Atomic Energy Commission of Argentina (Nuclear Fusion Division) the Center for Nonlinear Studies at the US Los Alamos National Laboratory Moodys Investors Service and CASA a cutting-edge financial consulting start-up making contributions in the fields of risk management behavioral finance theoretical and applied physics computation and mathematical modeling. He also acted as a technical reviewer for several book editors and over a dozen professional journals in these fields. He is currently a Managing Director at a large global financial institution leading analytics for wholesale credit and climate risk and risk ratings. During his career he designed and developed frameworks for wholesale credit risk capital and allocation credit and climate risk stress testing (CCAR ICAAP Climate Risk) credit reserves (CECL IFRS9 FAS5) risk ratings probability of default and various early warning tools of credit deterioration.

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