Climate-Related Financial Stress-Testing and Scenarios Valuation
The article examines climate-related financial stress testing and scenario valuation using the MIT EPPA model to assess the impact of emission mitigation...

Frederic is the Head of Equity Quant Portfolio Strategy at Amundi Investment Institute. He specialises in factor investing and ESG related topics. He was appointed Head of Equity Quantitative Research at Amundi in January 2016.