Theory meets Practice: Novel risks

Portfolio Management Research continue their virtual panel discussion THEORY meets PRACTICE series into 2022 with a webinar on Novel Risks.

These series of conversations with Frank Fabozzi, the longtime editor of The Journal of Portfolio Management and award-winning author on asset management, intends to bring finance professionals closer to some of the greatest minds in finance today, from leading investors, researchers and investment management executives.

On January 18, at 6:00pm CET, Irene Monastrolo, Professor of Climate Finance, EDHEC Business School, EDHEC-Risk Institute, will participate in a panel discussion to discuss climate change and novel risks, together with:

Moderator: Frank Fabozzi, Editor of The Journal of Portfolio Management​

• Richard Berner, Clinical Professor of Management Practice in Finance and Co-Director, Stern Volatility and Risk Institute
• Wylie Tollette, EVP Client Portfolio Solutions, Franklin Templeton Investments
• Joe Simonian, Founder and CIO, Autonomous Investment Technologies

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Register now

The session entitled: "NOVEL RISKS" will try to answers the following issues:

• Why climate change represents a new type of risk for finance?
• Do we have metrics and methods to assess it?
• What lessons from climate stress test exercises?
• Are there emerging consequential risks in addition to climate-related, cyber, geopolitical and pandemic risks?
• What disclosures are needed in order to help measure these and other risks?
• What tools can we employ to manage, hedge or transfer these risks?
• What are the primary “novel” risks that investors face today? Do we think these risks are properly priced?
• Do these risks show up in traditional risk measures, statistics and metrics?
• Can investors manage or mitigate these risks or are they inevitable/embedded?
• Are there emerging consequential risks in addition to climate-related, cyber, geopolitical and pandemic risks?
• What disclosures are needed in order to help measure these and other risks?
• What tools do we need to identify and analyze them?

Register directly to the webinar on the Portofolio Management Review (PMR) Website.