I evaluate a bank's incentives to implement a risk sensitive regulatory capital rule and to invest in improved risk … threshold levels of risk. I also evaluate the situation where exercise or non-exercise of the options to implement or invest are …' decision of whether to use internal rating based models for credit risk (the IRB-approach) under the new Basel accord (Basel II …

The Security and Exchange Commission (SEC) has considered climate change as a risk issue since 2010. Several emission … financial performances, especially of listed companies. There are two ways these companies can disclose their transition risk … exposure and are not alternatives. One is the explicit declaration of exposure to transition risk in the legally binding …

disaster risk resilience (DRR). This paper tries to emphasise the importance of DRR in dealing with natural catastrophesby …. It briefly talks about synergising risk reduction efforts with sustainable development goals through the Sendai Framework …

We study whether climate transition risk is reflected in the credit default swap (CDS) spreads of firms. Using … risk (CTR) factor, and document how this factor shifts the term structure of the CDS spreads of more vulnerable firms but … that they have asymmetric and significant economic impacts on the credit risk of more vulnerable firms, and negligible …