- Lessons learned and quick wins from climate stress testing exercises
- Ensuring climate model robustness through improving model accuracy
- Determining what good looks like and benchmarking against these standards
- Understanding the variations in stress testing for physical vs transition risks
Tony Hughes
Tony Hughes is currently engaged as an independent consultant to the banking industry, based in London. Formerly he was the Global Head of Consumer Credit Analytics for Moody's Analytics, living and working in the U.S. for many years. He writes the Risk Weighted column for the Global Assosiation of Risk Professionals which aims to improve the practice and regulation of risk modelling within the financial sector. For several years, he has written extensively on the treatment of climate risk, contributing a major chapter on stress testing to a RiskBooks tome published in 2022. The same organiation has commissioned Tony to write a book on climate risk, currently in production, to be published in the first half of 2024. He holds a PhD in econometric theory from Monash University in Australia.
Karen Wilkinson
Aileen Long
Aileen leads Climate Risk Stress Testing at Citi, responsible for the buildout of the firm’s scenario analysis framework, strategic roadmap, and analytics capability implementation across the organization. This includes the development of climate-related methodologies and integration into scenario design, data, models, infrastructure, and stress testing governance across an end-to-end program.
She started her career at Citi in Corporate and Investment Banking covering Power and Utilities in New York. She has also held numerous roles across Equity Research, Credit Risk Management, and Enterprise and Legal Entity Stress Testing over the course of her banking career.
Aileen earned her Bachelor of Science in Economics from The Wharton School at the University of Pennsylvania with concentrations in Finance and Management.
