Giacomo Bressan

WU Vienna University of Economics and Business

Welthandelsplatz 1, Building D1, 3rd Floor

Vienna, 1020

Austria

  • WU Vienna University of Economics and Business

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

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
Downloads 950 (34,228)

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

2.

Reducing Climate Transition Risk in Central Banks’ Asset Purchasing Programs

Number of pages: 18 Posted: 12 Mar 2021
Giacomo Bressan, Irene Monasterolo and Stefano Battiston
WU Vienna University of Economics and Business, EDHEC Business School and University of Zurich - Department of Banking and Finance
Downloads 212 (198,400)

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central banks, market neutrality, asset purchase, climate transition risk, corporate bonds, portfolio's climate exposure