Jordy Rillaerts

University of Zurich - Department of Banking and Finance

Plattenstr 32

Zurich, 8032

Switzerland

http://https://www.bf.uzh.ch/en/persons/rillaerts-jordy

Swiss Finance Institute

c/o University of Geneva

40, Bd du Pont-d'Arve

Geneva

Switzerland

http://https://www.sfi.ch/en/people/jordy-rillaerts

  • University of Zurich - Department of Banking and Finance

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Ask BERT: How Regulatory Disclosure of Transition and Physical Climate Risks affects the CDS Term Structure

Swiss Finance Institute Research Paper No. 21-19, Journal of Financial Econometrics, forthcoming
Number of pages: 55 Posted: 15 Jul 2020 Last Revised: 06 Jul 2022
Julian F Kölbel, Markus Leippold, Jordy Rillaerts and Qian Wang
University of St. Gallen - School of Finance, University of Zurich, University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
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climate risk disclosure, CDS spreads, 10-K filings, physical risks, transition risks, BERT model.

2.

Beyond Climate: The Impact of Biodiversity, Water, and Pollution on the CDS Term Structure

Swiss Finance Institute Research Paper No. 23-10, Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 23-4
Number of pages: 46 Posted: 09 Feb 2023 Last Revised: 15 May 2023
Andreas G. F. Hoepner, Johannes Klausmann, Markus Leippold and Jordy Rillaerts
Smurfit Graduate Business School, University College Dublin, ESSEC Business School, University of Zurich and University of Zurich - Department of Banking and Finance
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Double materiality, EU Taxonomy, infrastructure, term structure.