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Generation of Climate Shock Scenarios Using An Agent Based Model
Berrahoui, Mourad; Mounfield, Craig - 2023
to track pre- and post shock dynamic trajectories of the economic and financial systems evolution in response to a simple … financial scenarios can arise from a particular climate shock narrative. Specifically, we consider the impact of a short …-lived (but significant) physical climate shock to the economy. This is then followed some time later by a fiscal (tax) policy …
Persistent link: https://www.econbiz.de/10014352735
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ECB economy-wide climate stress test : methodology and results
Alogoskoufis, Spyros; Dunz, Nepomuk; Emambakhsh, Tina; … - 2021
Climate change is one of the greatest challenges facing humankind this century. If left unchecked, it is likely to result in more frequent and severe climatic events, with the potential to cause substantial disruption to our economies, businesses and livelihoods in the coming decades. Yet the...
Persistent link: https://www.econbiz.de/10012627188
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Climate Stress Testing
Jung, Hyeyoon; Engle, Robert F.; Berner, Richard - 2021
Climate change could impose systemic risks upon the financial sector, either via disruptions in economic activity resulting from the physical impacts of climate change or changes in policies as the economy transitions to a less carbon-intensive environment. We develop a stress testing procedure...
Persistent link: https://www.econbiz.de/10013211572
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How can climate risk stress testing be implemented?
Hopper, Gregory P. - In: Journal of risk management in financial institutions 15 (2021/2022) 1, pp. 13-25
Persistent link: https://www.econbiz.de/10013189145
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Climate Stress Testing
Acharya, Viral V.; Berner, Richard; Engle, Robert F.; … - 2023
We explore the design of climate stress tests to assess and manage macroprudential risks from climate change in the financial sector. We review the climate stress scenarios currently employed by regulators, highlighting the need to (i) consider many transition risks as dynamic policy choices;...
Persistent link: https://www.econbiz.de/10014355670
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Climate Stress Testing
Acharya, Viral V.; Berner, Richard; Engle, Robert F.; … - 2023
We explore the design of climate stress tests to assess and manage macro-prudential risks from climate change in the financial sector. We review the climate stress scenarios currently employed by regulators, highlighting the need to (i) consider many transition risks as dynamic policy choices;...
Persistent link: https://www.econbiz.de/10014358374
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Climate impact assessments with a lens on inequality
Sánchez, Marco V. - In: The journal of environment & development : a review of … 27 (2018) 3, pp. 267-298
Persistent link: https://www.econbiz.de/10011900819
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Saudi Arabia net zero GHG emissions by 2060 : transformation of the electricity sector
Kamboj, Puneet; Hejazi, Mohamad; AlHadhrami, Khalid; … - 2023
Persistent link: https://www.econbiz.de/10014445986
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Scenario analysis with the DD-PD mapping approach : stock market shocks and U.S. corporate default risk
Chan-Lau, Jorge A. - 2021
This paper introduces the quantile regression- based Distance-to-Default to Probability of Default (DD-PD) mapping, which links individual firms' DD to their real world PD. Since changes in the DD depend on a handful of parameters, the mapping easily accommodates shocks arising from quantitative...
Persistent link: https://www.econbiz.de/10012613371
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Technology and US emissions reductions goals : results of the EMF 24 modeling exercise
Clarke, Leon; Fawcett, Allen A.; Weyant, John P.; … - In: The energy journal 35 (2014), pp. 9-31
Persistent link: https://www.econbiz.de/10011400806