This paper assesses whether a climate factor is relevant to measure default risk in a sample
of main companies listed on the STOXX Europe 600 exchange from 2010 to 2020. The …

Abstract Because of the 2015 Paris Agreement, the development of ESG investing and the
emergence of net zero emission policies, climate risk is certainly the most important topic …

Climate change brings with it new risks for the finance sector, which in turn provides new
opportunities to mitigate this risk, emanating from climate change. To invest sustainably and …

This research project is both an update of the analysis on carbon emissions trajectories
proposed by Le Guenedal et al.(2020) and a companion study of the climate risk measures …

Abstract This handbook in Sustainable Finance corresponds to the lecture notes of the
course given at University Paris-Saclay, ENSAE and Sorbonne University. It covers the …

This paper proposes a comprehensive climate stress testing approach to measure the
impact of transition risk on investment portfolios. Unlike most climate stress testing models …

In the path to a net-zero carbon and energy transition from fossil fuel, the world is facing a
dilemma of growing global energy demand and required actions on climate-related risks …

Sustainable investing has recently gained traction throughout the world. This trend has
multiple sources, which span from genuine ethical concerns to hopes of performance …

In this work we seek to enhance the frameworks practitioners in asset management and
wealth management may adopt to asses how different screening rules may influence the …

Look up! A market measure of the long-term transition risks in equity portfolios | EDHEC Risk
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