CRISK: Measuring the Climate Risk Exposure of the Financial System
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- Richard Berner & Robert Engle & Hyeyoon Jung, 2021. "CRISK: Measuring the Climate Risk Exposure of the Financial System," Staff Reports 977, Federal Reserve Bank of New York.
References listed on IDEAS
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Cited by:
- Alessi, Lucia & Ossola, Elisa & Panzica, Roberto, 2023. "When do investors go green? Evidence from a time-varying asset-pricing model," International Review of Financial Analysis, Elsevier, vol. 90(C).
- Laura Bakkensen & Toan Phan & Russell Wong, 2023. "Leveraging the Disagreement on Climate Change: Theory and Evidence," Working Paper 23-01, Federal Reserve Bank of Richmond.
- Giulia Bettin & Gian Marco Mensi & Maria Cristina Recchioni, 2023. "Multifactor Risk Attribution Applied to Systemic, Climate and Geopolitical Tail Risks for the Eurozone Banking Sector," Risks, MDPI, vol. 11(10), pages 1-26, September.
- Breckenfelder, Johannes & Maćkowiak, Bartosz & Marqués-Ibáñez, David & Olovsson, Conny & Popov, Alexander & Porcellacchia, Davide & Schepens, Glenn, 2023. "The climate and the economy," Working Paper Series 2793, European Central Bank.
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More about this item
Keywords
climate; climate risk; financial stability; stress testing; systemic risk;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- G2 - Financial Economics - - Financial Institutions and Services
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2023-06-12 (Banking)
- NEP-ENE-2023-06-12 (Energy Economics)
- NEP-ENV-2023-06-12 (Environmental Economics)
- NEP-RMG-2023-06-12 (Risk Management)
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