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Jean-Baptiste Gaudemet

1 paper hereh-index 12 citations1 works total

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  • first author1

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  • q-fin.RM1
same name
  • Jean-Baptiste Gaudemet — 1 paper, h 1

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most citedA Stochastic Climate Model -- An approach to calibrate the Climate-Extended Risk Model (CERM)

1 citations · 1 across the 1 of their papers we have counts for

collaborators

1 paper

q-fin.RM2022★ 1 cited

A Stochastic Climate Model -- An approach to calibrate the Climate-Extended Risk Model (CERM)

Jean-Baptiste Gaudemet, Jules Deschamps, Olivier Vinciguerra

The initial Climate-Extended Risk Model (CERM) addresses the estimate of climate-related financial risk embedded within a bank loan portfolio, through a climatic extension of the B…

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