Thomas Wulf

Head of ESG in Credit Risk division
d-fine

Session

Integration of climate and environmental risks into credit risk models: How to tailor the NGFS scenarios to your needs

Biography

After obtaining a PhD in theoretical physics, I began my career as a consultant at d-fine, where I rapidly transitioned my focus to risk management, particularly credit risk. During EZBs climate risk stress test, I was first confronted with the question of integrating ESG risk into a bank’s credit risk management framework. This topic has continued to captivate me ever since. I am now leading d-fine’s green credit risk initiative and have had the opportunity to support our clients on various topics regarding the integration of climate and environmental risk into their credit risk modelling.