Incorporating physical climate risks into banks' credit risk models
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Keywords
; ; ; ; ;JEL classification:
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- P28 - Political Economy and Comparative Economic Systems - - Socialist and Transition Economies - - - Natural Resources; Environment
- Q54 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Climate; Natural Disasters and their Management; Global Warming
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENV-2025-07-21 (Environmental Economics)
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