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1. 1. Duration-Weighted Carbon Footprint Metrics and Carbon Risk Factor for Credit Portfolios

   Master-uppsats, KTH/Matematisk statistik

   Författare :Erik Hendey Bröte; [2020]
   Nyckelord :Factor models; carbon footprint; risk factors; carbon risk; Faktormodeller; koldioxidsavtryck; riskfaktorer; kolrisk;

   Sammanfattning : Current standard carbon footprint metrics attribute responsibility for a firm’s green house gas (GHG) emitting activities equally between an entity’s equity and debt. This study introduces a set of novel duration-weighted metrics which take into consideration the length of financing provided. LÄS MER