Emissions
Acadian model detects gaps between climate goals and reality
Quant shop builds tool for net-zero alignment assessment, using NLP and Bayesian models
Energy Risk Commodity Rankings 2024: markets buffeted by geopolitics and economic woes
Winners of the 2024 Commodity Rankings steeled clients to navigate competing forces
Hot topic: SEC climate disclosure rule divides industry
Proposal likely to flounder on First Amendment concerns, lawyers believe
Voluntary carbon markets need to be ‘cut a bit of slack’
Catherine McGuinness says excessive focus on greenwashing in fledgling market could undermine its development
Quant shop preps NLP-powered index for physical climate risk
Sharp rise in extreme weather events prompts PGIM Quant to aim for better climate-risk pricing
How to account for banks’ contribution to CO2 emissions
Price adjustments will depend on individual counterparties’ carbon footprints
Pricing the transition of Scope 3 emissions
A framework to measure banks’ costs associated with carbon emissions is proposed
Achieving net zero with carbon offsets: best practices and what to avoid
The race to net zero is on, with tens of thousands of firms now signed up to carbon reduction targets. The use of carbon offsets from voluntary and compliance markets will play a key role in helping firms reach their net-zero and decarbonisation goals…
Banks begin tackling climate stress tests of trading books
Market risk professionals see major shortcomings in available scenarios
The carbon equivalence principle: methods for project finance
A method to price the environmental impact of financial products is proposed
Macquarie’s quadruple award win highlights its diverse offering and commitment to clients
Macquarie brought home four wins at the Energy Risk Asia Awards 2022 – a testament to the diversity of the high-quality solutions and services it offers its clients
It’s not easy being green: why the FX market is lagging on ESG
And what’s being done to fix it
FSB: third of climate stress tests not tackling physical risk
Six jurisdictions conducted exercises only for transition risk
Ice to accept EUAs as collateral
Emissions certificates accepted to offset short EUA futures positions, subject to 14-day comment period
Net-zero pledges bring big unknown for credit risk
Uncertainty on how governments plan to curb emissions adds political dimension to credit quality assessments
Rabobank’s shaky loans up 35% on emissions cut plans
Bank says Dutch government proposal to reduce pollution from livestock farming risks making loans unviable
LGIM’s climate modelling shows ‘point of no return’ in 2025
Cost of limiting global warming to 1.5°C will become too great for economy within 36 months
LGIM blasts ‘dangerous’ netting of short positions on carbon emitters
Netting shorts on big polluters distracts investors from task of persuading firms to slow climate change
Carbon fund increases returns by decreasing supply of permits
Europe’s emissions trading system could be a catalyst for the energy transition, but only if prices rise
Single climate risk metric ‘not realistic’, says Bank of England
Senior official argues banks and investors must weigh up multiple factors when assessing climate risk
Net zero banks playing catch-up in ECB climate review
Banks that aim to align to Paris Agreement still fall short on climate disclosures