From Climate Stress Testing to Climate Value-at-Risk: A Stochastic Approach
This paper proposes a comprehensive climate stress testing approach to measure the impact of transition risk on investment portfolios.

Thierry is the Head of Quant Portfolio Strategy within Amundi Investment Institute. In this role, he steers quantitative research towards the best interests and ambitions of Amundi and its clients. He is also involved in the development of client relationships and innovative investment solutions.