Giacomo Bressan

WU Vienna University of Economics and Business

Welthandelsplatz 1, Building D1, 3rd Floor

Vienna, 1020

Austria

SCHOLARLY PAPERS

2

DOWNLOADS

1,162

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

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 950 (34,228)

Abstract:

Loading...

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)

Abstract:

Loading...

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