19 citations · 32 across the 21 of their papers we have counts for
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q-fin.GN2021
Sustainability Manifesto for Financial Products: Carbon Equivalence Principle
Chris Kenyon, Mourad Berrahoui, Andrea Macrina
Sustainability is a key point for financial markets and the label "Green" is an attempt to address this. Acquisition of the label "Green" for financial products carries potential b…
q-fin.PR2021
Climate Change Valuation Adjustment (CCVA) using parameterized climate change impacts
Chris Kenyon, Mourad Berrahoui
We introduce Climate Change Valuation Adjustment (CCVA) to capture climate change impacts on CVA+FVA that are currently invisible assuming typical market practice. To discuss such…