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Climate QuantifiedTM: Transition Climate Transition Risk- Data and Disclosure: Should the E in ESG be all about Emissions?

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September 20
2:00 pm - 4:30 pm EDT
Add to Calendar September 20 2:00 pm September 20 4:30 pm America/New_York Climate QuantifiedTM: Transition Climate Transition Risk- Data and Disclosure: Should the E in ESG be all about Emissions?

Climate Quantified™: Transition Climate Transition Risk - Data and Disclosure: Should the E in ESG be all about Emissions?

Join us for our afternoon panel discussion where we will discuss Climate and Capital Implications. In a push to meet Net Zero targets, regulators around the world are increasingly asking investors to disclose their climate-related financial risks and companies to report their carbon emissions. But what is the most effective way to measure and manage transition climate risk and allocate capital to align with Net Zero targets?

This session brings together the ecosystem of data users – regulators, investors and practitioners – to explore the latest thinking in the rapidly evolving field of analytics for climate-related financial risks. Attendees will hear about Climate Transition Value at Risk (CTVaR), a novel way to identify risks and opportunities in the climate transition and how it is applied to funds and indices.

The session will feature our partners in the Climate Transition Index, Qontigo Stoxx, and include a live demonstration of WTW’s unique research platform.

Please join us afterwards for networking drinks.

 

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WTW

Climate Quantified™: Transition Climate Transition Risk - Data and Disclosure: Should the E in ESG be all about Emissions?

Join us for our afternoon panel discussion where we will discuss Climate and Capital Implications. In a push to meet Net Zero targets, regulators around the world are increasingly asking investors to disclose their climate-related financial risks and companies to report their carbon emissions. But what is the most effective way to measure and manage transition climate risk and allocate capital to align with Net Zero targets?

This session brings together the ecosystem of data users – regulators, investors and practitioners – to explore the latest thinking in the rapidly evolving field of analytics for climate-related financial risks. Attendees will hear about Climate Transition Value at Risk (CTVaR), a novel way to identify risks and opportunities in the climate transition and how it is applied to funds and indices.

The session will feature our partners in the Climate Transition Index, Qontigo Stoxx, and include a live demonstration of WTW’s unique research platform.

Please join us afterwards for networking drinks.