Anja Duranovic

WU Vienna University of Economics and Business

Welthandelsplatz 1

Vienna, Wien 1020

Austria

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Scholarly Papers (1)

1.

Asset-Level Climate Physical Risk Assessment and Cascading Financial Losses

Number of pages: 38 Posted: 14 Apr 2022
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
Downloads 949 (34,228)

Abstract:

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