Conference: Embedding Sustainability in Credit Risk Assessment - Banca d'Italia and International Monetary Fund

6 June 2024

Banca d'Italia and the International Monetary Fund are organizing a research conference, to be held in Venice on 13-14 June 2024, on the integration of sustainability profiles in the credit risk assessment of non-financial firms.

The conference welcomes contributions investigating how sustainability factors, especially climate change and environmental issues, can be integrated in credit risk assessment; the challenges associated to data gaps and to the usage of available information; the steps ahead in the development of quantitative and qualitative methodologies; the measurement of the impact of sustainability factors on the default probability and the loss given default of firms.

The conference will include a keynote address by Prof. Rick van der Ploeg from Oxford University, as well as a panel session featuring interventions by Deputy Governor Paolo Angelini and Fabio Natalucci, Deputy Director of the Monetary and Capital Markets Department at the International Monetary Fund. For more information, see the program of the conference.

Registration: Participants in presence and via web should register with a message to the e-mail Sustainability.Conference.Venice@bancaditalia.it. Participation in presence will be accepted depending on space availability.

Annexes

  1. 6 June 2024
    Programme
    pdf 58 KB