Meeting EU Stress Testing Requirements: Macro, Climate and Nature Risk

The supervisory bar for scenario analysis is rising fast. The EBA’s environmental scenario analysis guidelines apply from January 2027 with climate risk entering the 2027 EU-wide stress test, and nature-related risk is firmly on the supervisory agenda.

Join Oxford Economics’ scenario and climate modelling experts to see how you can build macroeconomic stress tests, climate scenarios and nature-related risk analysis on a single, transparent modelling framework – the same Global Economic Model used in stress tests published by the ECB, Bank of England, MAS and Bank of Canada. We will discuss the downside risks shaping the current outlook, how firms design severe but plausible scenarios tailored to their own vulnerabilities, our short-term climate scenarios spanning transition and acute and chronic physical risks, and our new NGFS-aligned nature risk framework delivering ICAAP-ready outputs.

This webinar is being held on our new platform, ON24. If you do not receive your confirmation email, please check your junk and spam folders.

Speakers

Daniel Moseley

Dan is a Lead Economist in the Macro Modelling and Scenarios team, based in London. Since joining Oxford Economics in 2018, Dan has worked on a range of consulting projects, regulatory stress tests, bespoke scenario analysis and econometric modelling projects. Dan is responsible for the publication of our long-run macroeconomic scenario projections, the Megatrends Scenarios service.

Associate Director - Scenarios and Macro Modelling

Robert Marks

Lead Economist, Scenarios and Macro Modelling