Lionel Sopgoui

Laboratoire de Probabilités, Statistique et Modélisation (LPSM), Université Paris Cité

Bâtiment Sophie Germain, place Aurélie Nemours

Paris, 75007

France

http://https://www.linkedin.com/in/lionel-sopgoui/

Imperial College London - Department of Mathematics

South Kensington Campus

Imperial College

LONDON, SW7 2AZ

United Kingdom

BPCE S.A.

Quantitative Risk Analyst

7 Prom. Germaine Sablon, 75013 Paris

Paris

France

http://https://www.linkedin.com/in/lionel-sopgoui/

SCHOLARLY PAPERS

3

DOWNLOADS

268

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Ideas:
“  I am currently working around Applications of Probability and Stochastic Control in Economic Modelling, Climate transition risk and Credit Risk.  ”

Scholarly Papers (3)

1.

Propagation of a Carbon Price in Credit Portfolio Through Macroeconomic Factors

Number of pages: 62 Posted: 02 Aug 2023 Last Revised: 19 Apr 2024
Rimm Sustainability - Climate Risks Research Department, University of Paris - UFR de Mathématiques, Independent, Imperial College London and Laboratoire de Probabilités, Statistique et Modélisation (LPSM), Université Paris Cité
Downloads 140 (405,045)

Abstract:

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Credit risk, Climate risk, Merton model, Macroeconomic modelling, Transition risk, Carbon tax,Firm valuation, Stochastic modeling

2.

Impact of the Carbon Price on Credit Portfolio's Loss With Stochastic Collateral

Number of pages: 52 Posted: 12 Sep 2024
Lionel Sopgoui
Laboratoire de Probabilités, Statistique et Modélisation (LPSM), Université Paris Cité
Downloads 82 (586,351)

Abstract:

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Credit risk, Climate risk, Collateral, Stochastic modelling, Transition risk, Carbon price, Firm valuation, Loss Given Default

3.

Modeling the impact of Climate transition on real estate

Number of pages: 25 Posted: 19 Aug 2024
Lionel Sopgoui
Laboratoire de Probabilités, Statistique et Modélisation (LPSM), Université Paris Cité
Downloads 46 (782,324)

Abstract:

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Stochastic modelling, Transition risk, Carbon price, Housing valuation, Real estate, Energy efficiency, Energy performance