“... we construct a novel factor to measure the aggregate physical climate risk in the financial market and discuss its applications, including the assessment of insurers’ exposure to climate risk and the expected capital shortfall of insurers under climate stress scenarios.”
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Voir toutThe theory of regulatory compliance has enabled the development of differential monitoring, emphasizing tailored, impactful regulations over uniform approaches, proving crucial in risk assessment and
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This paper defines vector-valued risk measures using axioms and shows they ignore dependence structures of input random vectors, unlike set-valued risk measures. Convex vector-valued risk measures are
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The paper empirically analyzes the ECB's climate-risk-related supervisory efforts' impact on banks' climate risk exposure, management, and green finance activities. Using a difference-in-difference se
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