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Keywords: Transition risk
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Journal Articles
Pricing Transition Risk with a Jump-Diffusion Credit Risk Model: Evidences from the CDS market
Open Access
Journal:
Review of Corporate Finance
Review of Corporate Finance (2024) 4 (1-2): 177–201.
Published: 18 April 2024
...Giulia Livieri; Davide Radi; Elia Smaniotto Transition risk can be defined as the business-risk related to the enactment of green policies, aimed at driving the society towards a sustainable and low-carbon economy. In particular, when new green laws are released, companies are forced to comply...
Journal Articles
Journal:
Review of Corporate Finance
Review of Corporate Finance (2024) 4 (1-2): 151–176.
Published: 18 April 2024
...Gianandrea Giacchetta; Rosella Giacometti We investigate the impact of climate transition risk on the European financial system, evaluating the expected capital shortfall of the major European banks in a climate stress scenario. Following the methodology proposed by Jung et al. [(2021...
