14th November 2025, 9:00 AM (UTC+1 / CET – Warsaw time)
2200 PLN
online
ESGRisk Management
Environmental, Social, and Governance (ESG) factors are increasingly recognized as material risks in financial decision-making. For banks and financial institutions, integrating ESG into credit risk models is no longer optional – it’s a regulatory and strategic imperative. During this training we will together explore how ESG risks can be embedded into two key frameworks: IFRS9 Loan Loss Provisions and IRB framework. Through case studies and hands-on exercises, this training will equip you with practical steps and approaches that you can implement in your institution.
Agenda highlights
Overview of regulatory landscape and evolving market practice
ESG Risk identification, measurement and monitoring
Transmission channels, mitigants, amplifiers, and impact on Credit Risk losses
IFRS9 framework – ESG forward-looking information incorporation, conceptual alignment with other scenario-based exercises, application of in-model adjustments or overlays
ESG integration in AIRB models – challenges in quantification and calibration, validation issues
Current data and methodological challenges versus pragmatism and long-term vision
Development of ESG integration roadmap – with practical ideas and steps for tactical and strategic solutions
Training formula
Training Language
Polish
Meeting
Online (Teams meeting)
Duration
6h (09:00 – 15:00)
Type
Mixed (combination of interactive lectures, case studies, group/individual exercises, workshops)
Target audience
Sectors & departments
Credit Risk Modellers
Credit Risk Leads and Model Owners
Model Validators, Model Risk Managers
ESG Risk department employees and leads
Auditors, Internal Audit and Compliance employees and leads
