The Impact of Transitory Climate Risk on Firm Valuation and Financial Institutions: A Stress Test Approach

Keyphrases

• Financial Institutions 100%
• Climate Risk 100%
• Firm Valuation 100%
• Shock 50%
• Probability of Default 50%
• Regulatory Agencies 25%
• Resilience 25%
• Risk Management 25%
• Supervisory Authorities 25%
• Risky Driving 25%
• Risk Assessment Methods 25%
• Credit Risk 25%
• Sector-level 25%
• Total Risk 25%
• Grade Level 25%
• Risk Regulation 25%
• Carbon Tax 25%
• Default Risk 25%
• Asset Portfolio 25%
• STOXX Europe 600 25%
• Risk-weighted Assets 25%
• Climate Risk Assessment 25%
• European Banking Industry 25%
• Investment Grade 25%
• Capital Ratio 25%
• Valuation Risk 25%
• Regulatory Ratios 25%

Economics, Econometrics and Finance

• Firm Valuation 100%
• Financial Institution 100%
• Climate Risks 100%
• Specific Industry 20%
• Risk Management 20%
• Stock Index 20%
• Environmental Tax 20%
• Regulation of Financial Institution 20%
• Credit 20%