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 |
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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-pp.ucl.ac.uk/id/eprint/10138788 |
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