Assessing Climate-Related Financial Risk: Guide to Implementation of Methods
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References listed on IDEAS
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"On the Pricing of Corporate Debt: The Risk Structure of Interest Rates,"
Journal of Finance, American Finance Association, vol. 29(2), pages 449-470, May.
- Merton, Robert C., 1973. "On the pricing of corporate debt: the risk structure of interest rates," Working papers 684-73., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Y.-H. Henry Chen & Erik Ens & Olivier Gervais & Hossein Hosseini & Craig Johnston & Serdar Kabaca & Miguel Molico & Sergey Paltsev & Alex Proulx & Argyn Toktamyssov, 2022. "Transition Scenarios for Analyzing Climate-Related Financial Risk," Discussion Papers 2022-1, Bank of Canada.
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Cited by:
- Ojea-Ferreiro, Javier & Reboredo, Juan C. & Ugolini, Andrea, 2024. "Systemic risk effects of climate transition on financial stability," International Review of Financial Analysis, Elsevier, vol. 96(PB).
- Gabriel Bruneau & Javier Ojea Ferreiro & Andrew Plummer & Marie-Christine Tremblay & Aidan Witts, 2023. "Understanding the Systemic Implications of Climate Transition Risk: Applying a Framework Using Canadian Financial System Data," Discussion Papers 2023-32, Bank of Canada.
- Anna Burova & Elena Deryugina & Nadezhda Ivanova & Maxim Morozov & Natalia Turdyeva, 2023. "Transmission to a low-carbon economy and its implications for financial stability in Russia," Bank of Russia Working Paper Series wps109, Bank of Russia.
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More about this item
Keywords
Climate change; Financial stability; Econometric and statistical methods; Credit and credit aggregates;All these keywords.
JEL classification:
- C - Mathematical and Quantitative Methods
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C83 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Survey Methods; Sampling Methods
- G - Financial Economics
- G1 - Financial Economics - - General Financial Markets
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2022-01-31 (Banking)
- NEP-CFN-2022-01-31 (Corporate Finance)
- NEP-ENE-2022-01-31 (Energy Economics)
- NEP-ENV-2022-01-31 (Environmental Economics)
- NEP-FDG-2022-01-31 (Financial Development and Growth)
- NEP-PPM-2022-01-31 (Project, Program and Portfolio Management)
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