PANEL DISCUSSION: Best practices for building climate-related stress testing models | Kisaco Research
  • Debating which approaches to take and understanding how to adopt
  • Determining the limits and thresholds
  • Aligning models with long-term commitments
  • Assessing what good looks like and how to measure effectively
  • Effectively utilizing reverse stress testing
Session Topics: 
Stress Testing, Data and Models
Speaker(s): 
Moderator

Author:

Aaron Morales

Head of ESG - UK, Iberia & LatAm
S & P Global

Aaron Morales

Head of ESG - UK, Iberia & LatAm
S & P Global
Panellists

Author:

Federica de Vincenzi

Head of Climate Risk / Scenario Expansion / Reverse Stress Test
Barclays

Federica de Vincenzi

Head of Climate Risk / Scenario Expansion / Reverse Stress Test
Barclays

Author:

Suresh Sankaran

Head of Model Risk Governance
Metro Bank

Suresh Sankaran is the Head of Model Risk, Validation, & Governance at Metro Bank, where he oversees all aspects of model risk and other risk-related governance. He advises on factors that senior management and Board should collectively consider when overseeing the bank’s model governance and risk management framework and policies. He is responsible for the independent validation of all bank models and is also accountable for regulatory liaison on all matters relating to model risk.  

Suresh has over 30 years’ experience in the realm of strategic consulting, compliance, audit, and risk management. He has held leadership roles managing several facets of risk management, most notably credit, liquidity, and balance sheet management.

Suresh has advised banks, governments, and other financial services organisations on all facets of risk management, and has acted as a second pair of eyes to assure the soundness and financial sustainability of client portfolios.

 Suresh is a ranking Chartered Accountant, and holds a Bachelor’s degree in Finance & Accountancy. He has diverse interests including Indian Classical Music, Skydiving, P G Wodehouse, and Pink Floyd.

 

Suresh Sankaran

Head of Model Risk Governance
Metro Bank

Suresh Sankaran is the Head of Model Risk, Validation, & Governance at Metro Bank, where he oversees all aspects of model risk and other risk-related governance. He advises on factors that senior management and Board should collectively consider when overseeing the bank’s model governance and risk management framework and policies. He is responsible for the independent validation of all bank models and is also accountable for regulatory liaison on all matters relating to model risk.  

Suresh has over 30 years’ experience in the realm of strategic consulting, compliance, audit, and risk management. He has held leadership roles managing several facets of risk management, most notably credit, liquidity, and balance sheet management.

Suresh has advised banks, governments, and other financial services organisations on all facets of risk management, and has acted as a second pair of eyes to assure the soundness and financial sustainability of client portfolios.

 Suresh is a ranking Chartered Accountant, and holds a Bachelor’s degree in Finance & Accountancy. He has diverse interests including Indian Classical Music, Skydiving, P G Wodehouse, and Pink Floyd.