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21 décembre 2023
- ISIDORE Id: 10670/1.d6225d...
- hal: hal-04390905
- doi: 10.3917/fina.pr.024
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info:eu-repo/semantics/altIdentifier/doi/10.3917/fina.pr.024
info:eu-repo/semantics/OpenAccess
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Science of climate Climate Climate scienceCiter ce document
Miia Chabot et al., « Climate Interconnectedness and Financial Stability », HALSHS : archive ouverte en Sciences de l’Homme et de la Société, ID : 10.3917/fina.pr.024
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Résumé
Climate risks directly affect a wide range of non-financial firms, and indirectly affect the financial institutions that lend to or invest in them. In this paper, we explore the influence of climate risks on financial stability of European financial institutions using network analysis and panel regressions. The determination of interconnectedness variables and the graphical representations of climate networks allow the identification of climate systemic important financial institutions and risk concentrations. Our work contributes to the development of new macroprudential metrics to capture climate risks and address climate-related risk from a systemic perspective.
