Skip to content
/ CreditRiskAndClimateChange Public

This project aims at jointly modeling physical and transition risk within a Merton-like credit risk model, building up on [Bouchet and Le Guenedal, 2020]

3 stars 1 fork Branches Tags Activity
Star
Notifications You must be signed in to change notification settings

keyserwood/CreditRiskAndClimateChange

BranchesTags

Repository files navigation

Climate change modeling and its impact on Credit Risk.

  • This project aims at jointly modeling physical and transition risk within a Merton-like credit risk model, building up on [Bouchet and Le Guenedal, 2020].
  • This project was developed with two colleagues of mine (G.Manhes & Z. Sapey-Triomphe) during my master year at Ponts Paristech in 2020/2021

You will find in the repository the pdf report and the associated notebook.

About

This project aims at jointly modeling physical and transition risk within a Merton-like credit risk model, building up on [Bouchet and Le Guenedal, 2020]

Topics

data-science climate-change credit-risk merton

Resources

Readme
Activity

Stars

3 stars

Watchers

1 watching

Forks

1 fork
Report repository

Releases

No releases published

Packages

No packages published

Languages