Kenyon, C;
Berrahoui, M;
(2021)
Climate change valuation adjustment using parameterised climate change impacts.
Risk
pp. 1-6.
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Abstract
Chris Kenyon and Mourad Berrahoui introduce the climate change valuation adjustment to capture the climate change effects on CVA and FVA that are currently invisible in typical market practice.
| Type: | Article |
|---|---|
| Title: | Climate change valuation adjustment using parameterised climate change impacts |
| Open access status: | An open access version is available from UCL Discovery |
| Publisher version: | https://www.risk.net/cutting-edge/banking/7859816/... |
| Language: | English |
| Additional information: | This is the published version of record. For information on re-use, please refer to the publisher’s terms and conditions. |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Mathematics |
| URI: | https://discovery.ucl.ac.uk/id/eprint/10138788 |
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