Addressing mispricing in sovereign climate risk assessments
The panel
- Thibaud Barnaud, Climate risk consulting manager, Scientific Climate Ratings
- Nicolas Schneider, Senior research engineer/macroeconomist, EDHEC Climate Institute
- Aaron McDougall, Head of climate, Amundi
- Moderator: Stella Farrington, Commercial editor, Risk.net
Climate risk is already hugely impacting the economies and GDPs of individual nations, yet chronic physical risks are not being accurately priced into sovereign spreads. This major market blind spot could lead to misplaced investments, poor fixed income decisions and potentially run afoul of many regulatory requirements. To address this, Scientific Climate Risk Ratings, an EDHEC Business School venture, has produced Sovereign Climate Ratings. The result of many years’ work, these newly released ratings are unique for their granular, within-country heterogeneity and probabilistic framework aligned with The Network for Greening the Financial System.
In this webinar, you will learn about the robust scientific methodology behind the ratings, hear some key findings from the research and discover how investors and asset managers can use them for early identification of structural vulnerabilities within economies before they are priced into the market spread.
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