An Efficient SSP-based Methodology for Assessing Climate Risks of a Large Credit Portfolio

Florian Bourgey (bourgeyflorian@gmail.com), Emmanuel Gobet (emmanuel.gobet@polytechnique.edu) and Ying Jiao (ying.jiao@univ-lyon1.fr)
Additional contact information
Florian Bourgey: Bloomberg L.P.
Emmanuel Gobet: CMAP - Centre de Mathématiques Appliquées de l'Ecole polytechnique - Inria - Institut National de Recherche en Informatique et en Automatique - X - École polytechnique - IP Paris - Institut Polytechnique de Paris - CNRS - Centre National de la Recherche Scientifique
Ying Jiao: ISFA - Institut de Science Financière et d'Assurances

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Date: 2024-09-04
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Published in Workshop "Climate Change and Insurance" – CCI 2024, Sep 2024, Vienne (AUT), Austria

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