Anja Duranovic

WU Vienna University of Economics and Business

Welthandelsplatz 1

Vienna, Wien 1020

Austria

  • WU Vienna University of Economics and Business

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Asset-Level Climate Physical Risk Assessment and Cascading Financial Losses

Number of pages: 38 Posted: 14 Apr 2022
Giacomo Bressan, Anja Duranovic, Irene Monasterolo and Stefano Battiston
WU Vienna University of Economics and Business, WU Vienna University of Economics and Business, EDHEC Business School and University of Zurich - Department of Banking and Finance
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Abstract:

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Geolocalized physical assets, climate physical risk, cascading losses, equity holdings, Climate Discount Dividend Model, Expected Shortfall.