and high flooding risk and test for the “core lending channel” hypothesis, whereby lending to the real economy is a …

This paper develops a framework for the short-term modelling of market risk and shock propagation in the investment … in particular climate risk, with a first-of-its-kind dual view of transition and physical climate risk exposures at the … fund level. So far, while fund managers communicate more aggressively on their awareness of climate risk, it is still …

The analysis of the conditions under which, and extent to which climate-adjusted financial risk assessment affects … limiting firms’ capacity to invest in low-carbon activities that could decrease their exposure to transition risk and help them …

We examine the existence of physical and transition climate risk premia in euro areaequity markets. To do so, we … develop two novel physical and transition risk indicators, basedon text analysis, which are then used to gauge the presence of … climate risk premia. Resultssuggest that climate risk premia for both, transition and physical climate risk, have …

price on the European banking system. We assess this climate change transition risk through a banking sector contagion model …