Green and Sustainable Finance, ESG Investing and Climate Risk (Presentation Slides)

434 Pages Posted: 8 Feb 2021

See all articles by Thierry Roncalli

Thierry Roncalli

Amundi Asset Management; University of Evry

Date Written: January 19, 2021

Abstract

These lectures notes have been written for the advanced course in Asset Management given at the University of Paris-Saclay. The 430 slides covers the following topics:

1. ESG Investing (definition, ESG scoring and rating systems, ESG performance in stock and bond markets);
2.Climate Risk (definition, modeling, regulation, portfolio management);
3. Sustainable financing products (SRI strategies, green and social bonds, sustainability-linked securities);
4. Impact Investing (definition, SDG, voting policy and engagement, reporting)
5. Tutorial Exercises (probability distribution of an ESG score, optimal design of ESG rating systems, enhanced ESG score & tracking error control).

Keywords: ESG, Climate, Carbon, SRI, Portfolio Management, Regulation, SDG, Green Bonds, Impact Investing

JEL Classification: G00

Suggested Citation

Roncalli, Thierry, Green and Sustainable Finance, ESG Investing and Climate Risk (Presentation Slides) (January 19, 2021). Available at SSRN: https://ssrn.com/abstract=3769378

Thierry Roncalli (Contact Author)

Amundi Asset Management ( email )

90 Boulevard Pasteur
Paris, 75015
France

University of Evry ( email )

Boulevard Francois Mitterrand
F-91025 Evry Cedex
France

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