The Second Objective Function
Past Events
Quantifying the Financial Impacts of Climate Change
September 22, 2022
The growing threats of extreme weather and climate tipping points create risks to financial markets in the next five to ten years that current climate scenarios do not capture.
This session introduces stochastic, sector-specific damage functions to model the probability of extreme events and assess climate-related risks for insurance and pension fund portfolios.
Panelists:
- Bob Brammer, President and CEO, Brammer Technology; Adjunct Professor, Department of Atmospheric and Oceanic Science
- Matthew Lightwood, Director, Risk Solutions, Conning
- Cliff Rossi, Professor of the Practice, Robert H. Smith School of Business
Moderator: Russ Wermers, Director, Center for Financial Policy
A Scientist’s Take on Climate Models and Risk Management Applications
November 17, 2021
With Dr. Tim Canty.
Permanent Instability: Climate Risk to the Financial System
May 25, 2021
What It Means to Be Green
May 17, 2021
Investors, policymakers, and consumers are grappling with ESG, sustainability, and what it means to be “green,” particularly as industries face increasing scrutiny.
Speakers:
- Hilary Jochmans, Jochmans Consulting; Founder, Politically In Fashion
- Kirti Poonia, Head of Okhai
- Russ Wermers, Director, Center for Financial Policy
Moderators:
- Kristen Fanarakis, Senior Consultant, CFP
- Nima Farshchi, Director, Center for Social Value Creation
Climate Change Series
Cracking the Code on Climate Change Economic Scenarios
February 12, 2021
Do Investors Care About Carbon Risk?
October 6, 2020
Hedging Climate Change News
October 13, 2020
Pricing Climate Change Risk in the Markets
October 20, 2020
Global Supply Chain Exposure and Vulnerability to Climate Extremes
October 27, 2020
Carbon Transition Risk
November 2, 2020
Climate Change as a Systemic Risk
November 18, 2020
Topics in Diversity
Diversity & the Bottom Line
December 10, 2020
Co-sponsored by the Center for Social Value Creation at Maryland Smith.