PRI in Person & Online: Breakout 5D - Choosing credit-relevant time horizons
This session will discuss how to consider different time horizons in credit risk assessments, exploring the difference between forecasts, scenario analysis and other tools to model uncertainty and unmasking unpriced risks.
Speakers:
Armelle de Vienne, Co-Head of ESG Research, Principal, PGIM Fixed Income
Pierre Georges, Global Head of ESG in Credit: Corporate & Infrastructure Ratings, S&P Global Ratings
Alex Griffiths, Managing Director, Head of EMEA Corporate Ratings Group, Fitch Ratings
April Gagnon, Director, Global Private Finance, Barings
Carmen Nuzzo, Head of Fixed Income, PRI
Moderator:
Sixtine Dubost, Senior Associate, Investment Practices, PRI