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Measuring Climate Risk with Agent-Based Models

While the world’s governments work to curb the effects of climate change, financial institutions are tasked with measuring and disclosing the impact of climate and new regulations on their balance sheets and investment portfolios. Join us to learn how Agent-Based Models (ABMs) enable banks and asset managers to create scenarios to better analyze the potential risk of climate change. 

During the 1-hour webinar, you’ll learn how ABMs help you:
  • Model climate risk scenarios and the information needed to monitor and manage climate risk across your institution and client base

  • See how a small set of data points in a model can provide strategic guidance

  • Adjust strategies using models based on real-world events and complemented by machine learning and analytics

Come learn how to model climate risk with confidence—and make strategic decisions with clarity.


MD, Financial Services | Cloudera

Joe Rodriguez


Joe advises financial institutions and financial services firms on their data and analytics strategy to drive improved business results. Prior to Cloudera Joe was COO of Operations IT and Head of Transformation at Morgan Stanley. Throughout his career Joe has worked in various senior leadership and consulting roles for Bank of America, the Federal Reserve Bank of NY, HSBC, Credit Suisse, Merrill Lynch and JPMorgan.

CEO | Simudyne

Justin Lyon


Justin Lyon is the CEO of Simudyne, a simulation technology company based in London. He is a leading expert in agent-based simulation and artificial intelligence.  He used his experience working with the US Department of Defence, MIT, ExxonMobil, Apple and the Bank of England to create a way to use millions of software agents to rapidly simulate financial markets. For over 15 years, his work in the US, the UK, Honduras, Kuwait, South Africa and Iraq has focused on helping organisations to understand the ways in which advanced analytics, simulation and artificial intelligence can help business, government and civic leaders to shape a better world for the next generation.

Partner, Risk Advisory | Deloitte

Stephen Weston


Stephen is a Partner with Deloitte’s Risk Advisory Practice, focusing on mathematical modelling and leading the integration of AI into risk modelling. He holds a PhD in mathematical finance and is a visiting professor of computational finance and mathematics at Imperial College. Relevant experience includes: -Integration of climate transition risk into the Risk Management Framework for a global bank. -Valuation and risk models for catastrophic derivatives, catastrophe bonds, industry loss warranties and weather derivatives for a global investment bank. -Integrated modelling of macro-economics, climate and finance by combining AI and agent-based approaches.

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