- Climate stress testing and scenarios: Regulatory landscape/evolution
- Linking climate scenarios and credit risk: challenges and opportunities
- Credit risk impact of energy transition scenarios for carbon intensive sectors
Giorgio Baldassarri
Giorgio leads the Analytical Innovation & Development Group, a global team of 15 highly skilled individuals (PhDs, CFAs, FRMs), developing all quantitative models that power the Credit Analytics platform within Credit Risk Solutions, and enable users to assess the credit risk of public and private companies, worldwide. His team helps positioning the models and provides deep technical expertise during pre-sale and post-sale process. Giorgio is the inventor of a novel approach to quantify credit risk of publicly listed companies.
Prior to joining S&P Global Market Intelligence, Giorgio worked as Associate Director in Group Risk at Barclays, leading the re-development of its AMA operational risk model. He holds a PhD in Quantum Mechanics and Semiconductor Physics, and a magna cum laude degree in Physics and is the author of more than 50 papers in scientific peer-reviewed journals.
His latest paper on energy transition risks and opportunities was published in Journal of Energy Markets.