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A Look Under the Hood of Climate Risk Analysis
Manage episode 454966203 series 3557630
PGIM Fixed Income에서 제공하는 콘텐츠입니다. 에피소드, 그래픽, 팟캐스트 설명을 포함한 모든 팟캐스트 콘텐츠는 PGIM Fixed Income 또는 해당 팟캐스트 플랫폼 파트너가 직접 업로드하고 제공합니다. 누군가가 귀하의 허락 없이 귀하의 저작물을 사용하고 있다고 생각되는 경우 여기에 설명된 절차를 따르실 수 있습니다 https://ko.player.fm/legal.
There are many top-down tools that attempt to model climate-related credit risks, but risks relating to the transition towards a low carbon economy often stem from complex regulation and hotly debated policy that are not easily captured in simplistic models. In this episode of Fixed on ESG, we focus on the EU autos sector as a means of exploring how we leverage our bottom-up research approach to analyse climate risks. We discuss the tightening of EU automobile manufacturer emissions targets, limitations of current climate value-at-risk (Climate VaR) models, and the research process we employ to integrate climate transition risks into our credit analysis.
PGIM Fixed Income’s Alistair Shepheard-Walwyn, CFA, ESG Specialist, hosts this discussion with Chris Roberts, European Investment Grade Credit Research Analyst.
Recorded on November 26, 2024.
32 에피소드
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