Ep51 The Climate Risk Modelling evolution: what we need to know, ft Martim Rocha, SAS

Climate risk modelling plays a vital role in shaping informed decisions, managing risks, and driving strategic planning by empowering businesses, governments, and individuals to understand and quantify the impacts of climate change. It enables organizations to pinpoint and evaluate climate-related risks, meet regulatory requirements, safeguard financial stability, and fortify resilience. Furthermore, it underpins accurate insurance pricing and investment evaluations, while guiding public policy and resource allocation. In this episode, we are joined by renowned expert Martim Rocha. Together, we explore the high-level aspects of climate risk modelling and delve into the key areas of climate risk it addresses, including physical and transition risks. Martim shares his insights on data analytics, emphasizing the critical issue of data quality. He also examines the transformative role AI is playing in modelling and provides a compelling long-term outlook.

ABOUT MARTIM: Martim Rocha is the Global Head of the Risk Banking Solutions, as such he manages a team of global experts on banking risk management, defining roadmaps and priorities for SAS solutions and supporting customers on their journey to take the best of the SAS solutions, defining the best approach for each business case, and taking the to be live system. Martim has published several papers and has spoken at several conferences around the world on the topics of Risk Management in Banking, Risk and Finance Integration, IFRS9/CECL, Regulatory Risk Management, Balance Sheet Management, Capital Planning, Scenario Based Analysis and Stress-testing and more recently on Climate Risk on Financial Services.  With SAS for more than 20 years, he played leading roles on projects such as Stress-testing on a G-Sib based in London; IFRS9 and Stress-testing at G-SIB bank covering more than 60 locations worldwide; a couple of Top 5 Nordic Bank, at Top banks in UAE; and others. In addition, he was a lecturer for courses on advanced decision support systems, data warehousing and data mining at the Autonomous University of Lisbon and at the ISCTE Business School. Before joining SAS, Martim worked for the financial services industry implementing MIS, EIS, Financial Planning and Budgeting and Balanced Scorecard systems. After he was a partner on the Business Analytics focused consulting firm, Noscitare where he led the delivery of many IT projects again in financial services companies. Martim has a post-graduate degree in Business Administration from Nova SBE and has an undergraduate degree in Computer Science from ISIG. 

HOST, PRODUCTION, ARTWORK: Joseph Jacobelli  |  MUSIC: Ep76 onward excerpts from Vivaldi’s La Follia, played by Luca Jacobelli.