Get green or die trying? Carbon risk integration into portfolio management

Tuesday 26 October 2021 | 17:00 - 18:00 | Webinar

This session is brought to you by CFA UK's Investment Studies working group

Portfolio management is confronting climate change more rapidly than expected. Risks arising from the transition from a brown, carbon-based to a green, low-carbon economy need to be integrated into portfolio and risk management.

These carbon based risks can be quantified by using a capital markets–based approach. The measure of carbon risk and the carbon beta, can serve as an integral part of portfolio management practices. Both green and brown stocks are risky, but there is no adequate remuneration in the financial market.

In this webinar presented by Professor Martin Nerlinger, he will explore how carbon risk exposure is correlated with exposures to other common risk factors. He suggests how this requires due diligence when integrating carbon risk in investment practices. He will also discuss how implementing carbon risk screening and best-in-class approaches, investors can gain a desired level of carbon risk exposure.

Timings

Registration: 16:55

Event: 17:00 - 18:00

CPD Points: 1.00

Speakers

Martin Nerlinger is the Assistant Professor of Finance at the University of St. Gallen with a focus on sustainable and climate finance, empirical asset pricing, and risk management. Martin was previously the research assistant at the University of Augsburg. He teaches a master’s level course on climate finance and supervises students in the sustainable investing challenge as well as in research seminars and theses.

Martin has won several prizes and published a number of academic papers in sustainable and climate finance. Has conducted publicly and industry third party funded projects in the areas of carbon risk management, sustainable finance, and portfolio management.