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Breakout B: Climate Risk Management in Line with OSFI’s B-15 Guidelines

11:15 AM - Monday, September 23
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As climate risk increases and regulatory pressure accumulates, financial institutions must incorporate climate scenario analysis and stress testing into their practices, especially for retail portfolios. These portfolios are vulnerable to climate-related risks, affecting assets like mortgages and collateral evaluation. With OSFI’s B-15 guidelines and the Standardized Climate Scenario Exercise (SCSE), institutions need to develop physical and transition risk stress testing capabilities across banking and insurance functions. We will discuss the upcoming regulatory requirements for retail portfolios, opportunities for capacity building, and market insights. This focus will help institutions prepare for climate risks, ensuring resilience and compliance.

Speakers

Katerina Kindyni

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Katerina Kindyni
Financial Services Sustainability Lead, Ernst & Young

Katerina Kindyni is a Senior Manager in Financial Services Risk Management (FSRM) team of Ernst & Young. She leads the Sustainable Finance, Climate Risk and Risk Management practice in Canada, specializing in risk modelling, stress testing, net-zero strategies and portfolio management.

Based in Toronto, she promotes the effective management of financial risk with a combination of strong analytical skills and practical knowledge. Prior to joining EY, Katerina has held positions in areas such as credit risk modelling, portfolio management, stress testing and credit risk analytics. Her experiences also include the implementation and design of the IFRS 9 stress testing projection methodology, regulatory stress testing exercises (e.g. PRA, EBA) and capital management.

Katerina graduated from Johns Hopkins University in May 2019 with an MSc in Government Analytics. She also holds an MSc in Applied Statistics and Datamining, with Distinction, from St Andrews University and a BSc in Mathematics from the University of Cyprus. Katerina is currently pursuing an MBA at Imperial College London.

Katerina is a member of the Centre of Climate Finance & Investment of Imperial College London and a member of the Canadian Standardization Advisory Committee on ESG.