Course 2023-2024 in Sustainable Finance & Climate Change

1665 Pages Posted: 18 Mar 2024

See all articles by Thierry Roncalli

Thierry Roncalli

Amundi Asset Management; University of Evry

Date Written: February 18, 2024

Abstract

These lectures notes have been written for the course in Sustainable Finance given at the University of Paris-Saclay. The slides cover the following topics: 1. Introduction, 2. ESG Scoring,3. Impact of ESG Investing on Asset Prices and Portfolio Returns, 4. Sustainable Financial Products,5. Impact Investing, 6. Engagement & Voting Policy, 7. Extra-financial Accounting, 8. Awareness of Climate Change Impacts, 9. The Ecosystem of Climate Change, 10. Economic Models \& Climate Change, 11. Climate Risk Measures, 12. Transition Risk Modeling, 13. Climate Portfolio Construction. 14. Physical Risk Modeling and 15. Climate Stress Testing & Risk Management

Keywords: Sustainable finance, ESG Risk, Climate Change

JEL Classification: G1, Q5, Q01

Suggested Citation

Roncalli, Thierry, Course 2023-2024 in Sustainable Finance & Climate Change (February 18, 2024). Available at SSRN: https://ssrn.com/abstract=4730853 or http://dx.doi.org/10.2139/ssrn.4730853

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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