Climate financial risk: portfolios and stress tests

London Business School’s AQR Asset Management Institute held its virtual ‘Insight Summit 2021’ on 17 November. Participants heard from top speakers from across business and academia on new paradigms in asset management: developments in ESG investing, decentralized finance, and the financial risks of climate change.

This film is a recording of Robert Engle's session 'Climate financial risk: portfolios and stress tests.' Robert is Professor Emeritus of Finance and Co-director of the Volatility and Risk Institute at NYU Stern. He was awarded the 2003 Nobel Prize in Economics for his research on the concept of autoregressive conditional heteroskedasticity (ARCH).

Robert's session was moderated by Stephen Schaefer, Professor of Finance and Academic Director of the AQR Asset Management Institute at London Business School.

The AQR Asset Management Institute’s Insight Summit aims to distil the best of academic and practitioner insights on critical issues impacting the investment industry today.

Event agenda: https://insightsummit2021.com

For more information: https://www.london.edu/faculty-and-research/aqr-asset-management-institute/events/insight-summit-2020

Видео Climate financial risk: portfolios and stress tests канала London Business School