Estimating the Impact of Physical Risks on Firm Defaults: A Supply-Chain Perspective
This study employs an agent-based #model to explore how #climate shocks spread within #supplychains, linking #climateimpacts to firms'...
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Rechercher
8 juin 2023
Climate Risk Contagion of U.S. Banks
"We examine the impact of the U.S. withdrawal from the #parisagreement on the relationship between #climaterisk and #systemicrisk of #us...
9 mai 2023
Crisis Risk and Risk Management
#riskmanagement#geopoliticalrisk "The frequency of economic and #financialcrises is not increasing, but #politicalcrises can make...
5 mai 2023
What are Large Global Banks Doing About Climate Change?
"From a #riskmanagement perspective, it is challenging to #model physical and #transitionrisks given the #uncertainty around #climaterisk...
28 avr. 2023
Climate Risk Transfer vs Risk Reduction
#insurance#climaterisk "This paper discusses the relationship between the financial constraints faced by infrastructure assets due to...
14 avr. 2023
Management Accounting Research Opportunities in Climate Change Reporting
This commentary discusses the role of #accounting in addressing #climaterisk and promoting #sustainabilityreporting. #regulators are...
7 avr. 2023
Climate Stress Testing
This paper that explores the design of #climate#stresstests to assess #macroprudential#risks from #climatechange in the #financialsector....
29 mars 2023
Climate Risk and Canadian Banks: Is More Capital Required?
It highlights the increasing #regulatory focus on #climaterisk faced by #canada's #banks, both domestically through the #osfi and...
20 févr. 2023
The Relationship between Climate Risk, Climate Policy Uncertainty, and Co2
"Shocks to disaster costs seem to decrease all type of emissions significantly and also increase renewable energy use significantly. The...
13 févr. 2023
Quantifying Uncertainty and Sensitivity in Climate Risk Assessments
"We present a novel approach to quantify the uncertainty and sensitivity of risk estimates, using the CLIMADA open-source climate risk...
31 janv. 2023
Analysis of New Models of Emerging Risk for Insurance Companies: The Climate Risk
"We aim to analyze strategies for assessing and managing new risks that affect the insurance industry, considering the regulatory...
12 déc. 2022
Climate Risks in the U.S. Banking Sector: Evidence from Operational Losses and Extreme Storms
"... our findings provide new evidence regarding U.S. banking organizations' exposure to climate risks with implications for risk...
5 déc. 2022
Climate Risk, ESG Performance, and ESG Sentiment for U.S. Commercial Banks
"Climate risk is positively associated with the environmental, social, and governance (ESG) performance of banks and negatively...
21 nov. 2022
Climate Change Risk, Risk Management and Corporate Social Responsibility: Cross CountryEvidence
"… our findings reveal that climate change uncertainty can trigger firms to invest more in CSR activities to hedge against future climate...
21 nov. 2022
Estimating German Bank Climate Risk Exposure using the EU Emissions Trading System
" We focus on German banks and measure their exposure to climate risk using CO2 emissions reported for German firms in the European Union...
18 nov. 2022
Pricing of Climate Risk Insurance: Regulation and Cross-Subsidies
"... our findings question whether insurance rates can play a useful role in steering climate adaptation and whether households will have...
16 sept. 2022
The impact of climate transition risks on financial stability. A systemic risk approach.
"We find that default premium, yield slope and inflation are the main drivers of climate transition risk, and that, in terms of capital...
7 juin 2022
International Political Uncertainty and Climate Risk Premium
"... we uncover the new evidence on how political uncertainty affects the riskiness of firms with high exposure to climate risk." LIRE
6 mai 2022
A Stochastic Climate Model -- An approach to calibrate the Climate-Extended Risk Model (CERM)
"These parameters can be calibrated using public data. This new approach means not only to evaluate climate risks without picking any...
11 févr. 2022
Climate Change and Financial Systemic Risk: Evidence from Us Banks and Insurers
"We believe the results of this study can provide useful insights for the decisions of financial institutions and supervisors about the...
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