nature of climate risk (i.e. deep uncertainty, non-linearity and endogeneity), and of financial risks (interconnectedness and …, sovereign and corporate bonds), climate scenarios conditioned risk metrics (such as the Climate Spread and the Climate Value-at-Risk …). These allow us to introduce forward-looking climate risk scenarios in the valuation of counterparty risk, in the probability …

meltdowns can represent existential exposure to an organization, and thus cannot be ignored. Despite advances in risk management …, a gap in addressing what cannot be envisioned ex ante has existed since Frank Knight’s designation of risk and …