one of the most significant hazards within the Physical Risk domain, which is Flood Risk. The measurement is focused on … expected losses that result from the stressed projections. The flood risk projection is executed on a long-term timeframe …: Transition Risk, associated with policies undertaken by governments to foster climate change mitigation and adaptation; Physical …

In this paper, we explore the climate risk exposure of U.S. life insurers’ commercial mortgage loan portfolios …, focusing on sea level rise (SLR) and flood risks. Commercial mortgages are an important asset class of life insurers …