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WORKSHOP Program
WORKSHOP Program
1 February
Teams link for remote attendance1 February
10.30 welcome coffee
11.00 Session I Asset management
Chair: Elisa Luciano-Università di Torino
Andrea Tarelli-Università Cattolica di Milano
Active Fund Management when ESG Matters: An Equilibrium Perspective
Discussant: Elisa Luciano-Università di Torino
Daniele Marazzina-Politecnico di Milano
Debt renegotiation and climate risk
Discussant: Andrea Consiglio - Università di Palermo
Andrea Consiglio - Università di Palermo
Modeling Climate Change to Assess Sovereign Debt Sustainability.
Discussant: Daniele Marazzina-Politecnico di Milano
Elisa Luciano-Università di Torino
ESG asset demand with information costs
Discussant: Andrea Tarelli-Università Cattolica di Milano
13.00 Lunch
14.30 Keynote speech
Mark Manning – Financial Conduct Authority
Transition Planning and Transition finance
15.30 Coffee break
16.00 Session II Risk management
Chair: Tiziano De Angelis-Università di Torino
Andrea Flori - Politecnico di Milano
Firms' heterogeneous participation in the EU ETS market: carbon abatement vs trading intensity
Discussant: Tiziano De Angelis-Università di Torino
Luca De Angelis- Università di Bologna
From Climate Chat to Climate Shock: Non-linear Impacts of Transition Risk in Energy CDs Markets
Discussant: Lorenzo Prosperi- Prometeia
Lorenzo Prosperi- Prometeia
Discussant: Luca De Angelis- Università di Bologna
Tiziano De Angelis-Università di Torino
Discussant: Andrea Flori - Politecnico di Milano
2 February
Teams link for remote attendance2 February
9.00 Session III Asset management
Chair: Rosella Giacometti- Università di Bergamo
Rocco Ciciretti- Università di Tor Vergata
Asset Similarity and Mutual Fund Performance in ESG framework
Discussant: Michele Azzone-Politecnico di Milano
Massimiliano Neri – Moody’s
Moody’s Analytics
Translating long-term climate scenarios to short-term market stresses
Discussant: Paola Mosconi- Banca Intesa
Francesco Cesarone-Università Roma III
Managing ESG rating disagreement in sustainable portfolio selection
Discussant: Rosella Giacometti- Università di Bergamo
Rosella Giacometti- Università di Bergamo
Sustainable investing under the SFDR framework. Market implied sustainability assessment
Discussant: Rocco Ciciretti- Università di Tor Vergata
11.00 Coffee break
11.30 Keynote speech
Holger Kraft – University of Frankfurt
Asset Diversification versus Climate Action
12.30 Round Table - "Green meets financial institutions"
Ivan Faiella, Banca d'Italia
Annalisa Lazzini, Generali Investments
Pietro Virgili, Banca Intesa San Paolo
13.30 Lunch
14.30 Session IV Risk management
Chair: Simone Giansante- Università di Palermo
Michele Bonollo-IASON
Inclusion of climate and environmental factors in market risk measures
Discussant: Massimiliano Neri – Moody’s
Paola Mosconi- Banca Intesa
Risk Overlay
Discussant: Simone Giansante-Università di Palermo
Simone Giansante - Università di Palermo
The sustainability and environmental effects of QE via bond issuance
Discussant: Michele Bonollo-IASON
Michele Azzone-Politecnico di Milano
Asset management with an ESG mandate
Discussant: Francesco Cesarone - Università Roma III
16.30 Closure of the workshop
SOCIAL dinner
SOCIAL dinner
Date: February 1, 2024, at 20:00
Venue: Ampere 57 Restaurant.
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