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

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