ML-QuantSubscribe

SSRNRisk, Credit & Banking

Simple Climate Stress Testing

The BKMN model is presented to help financial institutions perform climate stress tests, connecting temperature and CO2 prices to financial market effects.

Featured in No. 85 on 19 Feb 2025 · 9 days after release

Released
10 Feb 2025
First featured
No. 85 · 19 Feb 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
116
Identifier
SSRN 5130573

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page