Clifirium 2025 : Climate finance, risk and uncertainty modelling

Mise en ligne le 15 Janvier 2025

Séminaires
07 Avril 2025 - 14:00

Since the Paris Agreement in 2015, climate change progressively became a strategic issue for financial institutions, supervisors, and regulators. Compared with traditional academic problems in finance, factoring in climate change comes with addressing specific features that do not easily fit with usual quantitative approaches and necessitate new developments: long time horizons, unprecedented events, systemic patterns, chaotic dynamics, uncertainty, irreversibility, endogeneity, policy jumps, just to name a few. Such a conundrum provides the research community with a new impetus to foster transdisciplinary collaborations, through the various expertise and approaches coming from finance, economics, mathematics, numerical and climate sciences.

Committed to this endeavor, the Chair Stress Test, Risk management and Financial Steering, hosted by Ecole polytechnique and the Banque de France convene the third international workshop on climate finance, risk and uncertainty modelling (see the 2022 and 2023 editions).

For 3 days, the broad climate & finance research community will gather in Paris, to share progress related to the new questions posed by both practitioners and regulators, such as climate-related financial risk modelling, climate stress testing, or asset valuation.

Call for paper for PhD students and junior academics! 
We are pleased to organize a session for junior academics (economists and mathematicians) to showcase their research and engage in discussions with established professionals in the field.

Deadline submissions: 15th February 2025 link.

Registration is open and closes on April 1st.

Registration is free but mandatory

Invited Speakers

  • Jean-Francois Chassagneux, ENSAE.
  • Anna Creti, Université Paris-Dauphine PSL.
  • Antoine Decheylepretre, OECD.
  • Rudiger Frey, Institute for Statistics and Mathematic - Vienna.
  • Elise Gourier, ESSEC, Paris.
  • Givi Melkadze, Georgia State University, USA.
  • Victoria Nuguer, ITAM.
  • Natalie Packham, Berlin School of Economics and Law.
  • Nicola Ranger, University of Oxford.
  • Martin Simon, Frankfurt University of Applied Sciences.
  • Nikolai Stähler, Deutsche Bundesbank
  • Luca Taschini, University of Edimburgh.
  • Christian Traeger, University of Oslo.
  • Rick Van Der Ploeg, University of Oxford.
  • Francesca Zucchi, European Central Bank.

ORGANIZING COMMITTEE: Josselin Garnier (Ecole polytechnique), Jean-Guillaume Sahuc (Banque de France), Marine Saux (Ecole polytechnique), Gauthier Vermandel (Ecole polytechnique)

SCIENTIFIC COMMITTEE: Antoine Bezat (BNPP Paribas), Emmanuel Gobet (Ecole polytechnique), Céline Guivarch (CIRED), Stephie Fried (San Francisco Fed), Jean-Guillaume Sahuc (Banque de France), Gauthier Vermandel (Ecole polytechnique)