Advanced ESG Risk Modelling for Financial Institutions
18th November 2026, 9:00 AM (UTC+2 / CEST – Warsaw time)
690 EUR
Online | Intermediate to Advanced Level
BankingESGRisk Management
Climate and ESG risk management is rapidly moving from risk identification to quantitative measurement and model-based decision-making. This advanced course provides a practical deep dive into the methodologies, data challenges and implementation considerations involved in modelling climate and ESG risks within financial institutions. Participants will explore approaches for modelling transition, physical and biodiversity-related risks, assess their integration into credit risk frameworks, and evaluate the strengths and limitations of different quantitative methodologies. Through case studies, group exercises and expert-led discussions, the course equips participants with practical knowledge that can be directly applied to climate and ESG risk modelling, validation and stress-testing initiatives.
Agenda highlights
Climate and ESG Risk Modelling Refresher
Transition Risk Modelling: Methodologies, Data and Practical Challenges
Physical Risk Modelling: Approaches and Applications
Biodiversity Risk Modelling: Emerging Methods and Industry Practices
Integrating Climate and ESG Risk into Credit Risk Models (IFRS 9 and IRB)
Climate Scenarios, Stress Testing and Model Limitations
Practical Case Studies and Model Design Workshops
Lessons Learned, Good Practices and Regulatory Perspectives
Training formula
Training Language
English
Meeting
Online
Duration
8h (09:00 – 17:00)
Type
Mixed (combination of interactive lectures, case studies and group exercises)
Practical takeaways:
By the end of this course, participants will be able to:
Design modelling approaches for transition, physical and biodiversity-related risks.
Evaluate data requirements, modelling choices and methodological limitations in climate and ESG risk modelling.
Quantify climate and ESG risks and integrate them into credit risk modelling frameworks.
Assess the suitability of different modelling methodologies across portfolios and use cases.
Support the development, validation and implementation of climate and ESG risk models within financial institutions.
Contribute to advanced climate risk, scenario analysis and stress-testing projects.
Target audience
This course is designed for professionals who already understand climate and ESG risk concepts and want to develop practical expertise in designing, quantifying and implementing climate and ESG risk models within financial institutions.
Functions & departments
Risk Modellers and Quantitative Analysts
Model Validation Specialists
Credit Risk Modellers (IRB, IFRS 9)
Climate and ESG Risk Specialists
Stress Testing and Scenario Analysis Professionals
Risk Data Scientists and Advanced Analytics Teams
Model Risk Management Professionals
Senior Risk Analysts and Risk Managers involved in quantitative methodologies
Supervisors and Regulators involved in climate risk oversight
Course level:
Intermediate to Advanced
Prerequisites:
Practical experience in quantitative risk management or risk modelling.
Familiarity with credit risk modelling concepts (e.g. PD, LGD, EAD, IFRS 9 or IRB frameworks).
Basic understanding of climate and ESG risks.
Completion of the introductory ESG risk modelling course or equivalent professional experience.
