An Efficient SSP-based Methodology for Assessing Climate Risks of a Large Credit Portfolio - Institut Polytechnique de Paris
Conference Papers Year : 2024

An Efficient SSP-based Methodology for Assessing Climate Risks of a Large Credit Portfolio

Florian Bourgey
  • Function : Author
  • PersonId : 1118891
  • IdHAL : fbourgey
Bloomberg L.P.
Emmanuel Gobet
Centre de Mathématiques Appliquées de l'Ecole polytechnique
CV
Ying Jiao
  • Function : Author
  • PersonId : 172285
  • IdHAL : ying-jiao
Institut de Science Financière et d'Assurances

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Mathematics [math] Environmental Sciences Quantitative Finance [q-fin]

Emmanuel Gobet  : Connect in order to contact the contributor

https://hal.ip-paris.fr/hal-04691603

Submitted on : Monday, September 9, 2024-7:54:30 AM

Last modification on : Tuesday, September 10, 2024-3:06:08 AM

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hal-04691603 , version 1 (09-09-2024)

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  • HAL Id : hal-04691603 , version 1

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Florian Bourgey, Emmanuel Gobet, Ying Jiao. An Efficient SSP-based Methodology for Assessing Climate Risks of a Large Credit Portfolio. Workshop "Climate Change and Insurance" – CCI 2024, Sep 2024, Vienne (AUT), Austria. ⟨hal-04691603⟩

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