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CRISK: Measuring the Climate Risk Exposure of the Financial System

Citations

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Cited by:

  1. Tommaso, Caterina Di & Foglia, Matteo & Pacelli, Vincenzo, 2024. "The impact of climate policy uncertainty on the Italian financial market," Finance Research Letters, Elsevier, vol. 69(PA).
  2. Dziwok, Ewa & Szczepaniak, Witold, 2025. "From SRISK to N-RISK: Measuring systemic risk under market, transition, and physical climate stress," Finance Research Letters, Elsevier, vol. 86(PG).
  3. Ortega, Francesc & Petkov, Ivan, 2025. "To improve is to change: The effects of Risk Rating 2.0 on flood insurance demand," Journal of Environmental Economics and Management, Elsevier, vol. 134(C).
  4. 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).
  5. Ojea-Ferreiro, Javier & Reboredo, Juan C. & Ugolini, Andrea, 2024. "Systemic risk effects of climate transition on financial stability," International Review of Financial Analysis, Elsevier, vol. 96(PB).
  6. Laura Bakkensen & Toàn Phan & Tsz-Nga Wong, 2025. "Leveraging the Disagreement on Climate Change: Theory and Evidence," Journal of Political Economy, University of Chicago Press, vol. 133(10), pages 3132-3166.
  7. Berlin, Mitchell & Byun, Sung Je & D'Erasmo, Pablo & Yu, Edison, 2024. "Measuring climate transition risk at the regional level with an application to community banks," European Economic Review, Elsevier, vol. 170(C).
  8. Anand, Vaibhav & Ma, Yu-Luen & Ren, Yayuan, 2025. "Measuring Insurer Vulnerability to Catastrophe Risk," SocArXiv 4c8tp_v1, Center for Open Science.
  9. Leventis, Flora & Palaios, Panagiotis, 2024. "Fresh evidence from temperature effects on growth and economic policy uncertainty: A panel quantile approach," The Journal of Economic Asymmetries, Elsevier, vol. 30(C).
  10. 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.
  11. Qiu, Yixin & Chen, Jinyu & Ding, Qian, 2025. "Corporate climate risk exposure and stock liquidity: New evidence based on heterogeneous environmental regulation," Research in International Business and Finance, Elsevier, vol. 79(C).
  12. Gan, Kai & Li, Rongnan & Zhou, Qi, 2024. "Climate transition risk, environmental news coverage, and stock price crash risk," International Review of Financial Analysis, Elsevier, vol. 96(PB).
  13. Le, Anh H., 2025. "Climate change and Carbon policy: A story of optimal green macroprudential and capital flow management," Energy Economics, Elsevier, vol. 146(C).
  14. Puławska, Karolina & Sikora, Artur & Snarska, Małgorzata & Strzelczyk, Wojciech, 2026. "Macro risks and their impact on insurer stock prices: Analyzing climate, geopolitical, and cybersecurity risks," Research in International Business and Finance, Elsevier, vol. 81(C).
  15. Shan Ge & Stephanie Johnson & Nitzan Tzur-Ilan, 2025. "Climate Risk, Insurance Premiums and the Effects on Mortgage and Credit Outcomes," Working Papers 2505, Federal Reserve Bank of Dallas.
  16. Xu, Hai-Chuan & Li, Tai-Min & Dai, Peng-Fei & Nguyen, Duc Khuong & Zhou, Wei-Xing, 2024. "Stress testing climate risk: A network-based analysis of the Chinese banking system," Journal of International Money and Finance, Elsevier, vol. 149(C).
  17. Trotta, Annarita & Piluso, Fabio & Strano, Eugenia & Ceraso, Danilo, 2025. "The climate-related financial risks measurement methodologies: Advances, challenges, and frontiers," Research in International Business and Finance, Elsevier, vol. 79(C).
  18. Le, Anh H., 2023. "Climate change and carbon policy: A story of optimal green macroprudential and capital flow management," IMFS Working Paper Series 191, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  19. Laura Garcia‐Jorcano & Lidia Sanchis‐Marco, 2025. "Measuring the Impact of Transition Risk on Financial Markets: A Joint VaR‐ES Approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 44(6), pages 1907-1945, September.
  20. Gross, Christian & Kuntz, Laura-Chloé & Niederauer, Simon & Strobel, Lena & Zwanzger, Joachim, 2025. "Climate stress test for the German banking sector: Impact of the green transition on corporate loan portfolios," Discussion Papers 11/2025, Deutsche Bundesbank.
  21. Wang, Jiazhen & Han, Youpeng & Long, Huaigang & Zhang, Xinyu, 2025. "Digital intelligence and low-carbon transition risk: Evidence from China," Finance Research Letters, Elsevier, vol. 86(PB).
  22. 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.
  23. Díaz, Antonio & Esparcia, Carlos & Alonso, Daniel & Alonso, Maria-Teresa, 2024. "Portfolio management of ESG-labeled energy companies based on PTV and ESG factors," Energy Economics, Elsevier, vol. 134(C).
  24. Kanamura, Takashi, 2025. "A quantitative model of sustainability risk in finance," Journal of Commodity Markets, Elsevier, vol. 37(C).
  25. Michael Barnett, 2024. "A Run on Fossil Fuel? Climate Change and Transition Risk," Papers 2410.00902, arXiv.org.
  26. Yun Zhang & Hui Ming, 2025. "Climate risk exposure and bank risk-taking behavior: new evidence from China," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 12(1), pages 1-19, December.
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