by Antoine Mandel | Apr 30, 2025 | Bookmark, Climate scenario-contingent financial valuation and credit risk, References
Battiston, S., Mandel, A., Monasterolo, I. and Roncoroni, A. (2023). Climate credit risk model: a structural approach. Working paper, available upon request.
by Antoine Mandel | Apr 30, 2021 | Climate scenario-contingent financial valuation and credit risk, References
Battiston, S., Monasterolo, I. (2020). On the dependence of investor’s probability of default on climate transition scenarios. Available at SSRN (abstract_id=3743647).
by Antoine Mandel | Apr 30, 2020 | Climate scenario-contingent financial valuation and credit risk, References
Battiston S., Mandel A, Monasterolo I. (2019). CLIMAFIN handbook: pricing forward-looking climate risks under uncertainty. Available at SSRN (https://bit.ly/3uLvOgz).
by Antoine Mandel | Apr 30, 2019 | Bookmark, Climate scenario-contingent financial valuation and credit risk, References
Battiston, S., Jakubik, P., Monasterolo, ea. (2019). Climate risk assessment of sovereign bonds’ portfolio of European insurers. EIOPA Financial Stability Report, 2019.
