Breeden, Joseph L. - In: Journal of Risk and Financial Management 16 (2023) 2, pp. 1-14
In order to stress test loan portfolios for the impacts of climate change, historical events need to be analyzed to … create templates to stress test for future events. Using the 2012 Midwestern US drought as an example, this work creates a … stress-testing template for future droughts. The analysis connects weather and crop yield data to impacts on local …