7/03/2025 Sustainable Finance Climate-Related Financial Stress-Testing and Scenarios Valua... The article examines climate-related financial stress testing and scenario valuation using the MIT EPPA model to assess the impact of emission mitigation...
12/06/2024 Sustainable Finance About SDGs, reading the manual with NLP This paper aims to examine the SDGs' framework and question its implementation by companies.
6/05/2024 Sustainable Finance Modeling Direct and Indirect Climate-related Physical Risks This paper addresses the methodological challenges in quantifying physical risks associated with climate change.
16/04/2024 Sustainable Finance Cutting to the chase on ESG This study analyzes performance metrics shows that focusing on non-financial indicators and individual sub-criteria can uncover opportunities that may...
16/11/2023 Sustainable Finance Climate-Related Stress-Testing and Net-Zero Valuation This paper proposes a methodology for quantifying the climate-related transition impacts on energy-intensive companies.
4/07/2023 Sustainable Finance From Climate Stress Testing to Climate Value-at-Risk: A Stoc... This paper proposes a comprehensive climate stress testing approach to measure the impact of transition risk on investment portfolios.
25/02/2022 Sustainable Finance The Recent Performance of ESG Investing, the Covid-19 Cataly... The purpose of this paper is to appraise recent ESG trends in global equity markets. It contributes to a broader research project started at Amundi in...
25/02/2022 Sustainable Finance Cascading Effects of Carbon Price through the Value Chain: I... To avoid the worst climate change scenario, Greenhouse Gas (GHG) emissions should be reduced drastically during the next decades.
15/02/2022 Sustainable Finance Net Zero Carbon Metrics This research project is both an update of the analysis on carbon emissions trajectories proposed by Le Guenedal et al. (2020) and a companion study of...
26/01/2021 Sustainable Finance The Market Measure of Carbon Risk and its Impact on the Mini... Like ESG investing, climate change is an important concern for asset managers and owners, and a new challenge for portfolio construction.
26/08/2020 Sustainable Finance Measuring and Managing Carbon Risk in Investment Portfolios This article studies the impact of carbon risk on stock pricing.
7/04/2020 Sustainable Finance Credit Risk Sensitivity to Carbon Price In order to meet the objectives set by the Paris Climate Agreement, global greenhouse gas emissions must be drastically reduced.
18/04/2019 Sustainable Finance Economic Modeling of Climate Risks Climate change is a subject that has been largely addressed from both macroeconomic and energetic standpoints.