Publications

DECARBONIZATION OF FINANCIAL MARKETS: A MEAN-FIELD GAME APPROACH

In this paper, Peter Tankov, Scientific Director of the Green and Sustainable Research (GSF) Program...

LIVRE BLANC BLOCKCHAINS & DÉVELOPPEMENT DURABLE

GREEN FINANCE RESEARCH IN CONSTANT EVOLUTION

ILB LAUNCHES ITS ESG LAB, THE ONE-STOP SHOP FOR GREEN AND SUSTAINABLE FINANCE PRACTITIONERS

After the success of its Data Lab, composed of a team of R&D engineers in data science, the ILB laun...

MEASURING AND PRICING CYCLONE-RELATED PHYSICAL RISK UNDER CHANGING CLIMATE

We propose a statistical methodology to quantify the financial implications of tropical cyclone-rela...

THE ALIGNMENT COOKBOOK

The Alignment Cookbook – A Technical Review of Methodologies Assessing a Portfolio’s Alignment with ...

ECOLOGICAL TRANSITION: THE CHALLENGES OF THE GREEN RECOVERY

PORTFOLIO ALIGNMENT TO A 2°C TRAJECTORY: SCIENCE OR ART?

By Julie Raynaud, Peter Tankov and Stéphane Voisin...

CLIMATE: ECONOMIC AND FINANCIAL CHALLENGES ANALYSED BY RESEARCH

The hopes glimpsed in 2020 during the first wave of the Covid-19 pandemic – during which carbon emis...

10 INTERVIEWS ON CLIMATE RISKS AND GREEN TRANSITION – ILB BRIEF RISKS FORUM 2022 SERIES

RISKS FORUM 2022 ANALYSES CLIMATE RISKS IN FINANCE

INNOVATIVE MATHEMATICAL TOOLS FOR THE ENERGY TRANSITION

“Heat domes” in western Canada, as well as in North Africa and the Iberian Peninsula. Torrential flo...

ILB ESG DATA CARTOGRAPHY ENABLES ACADEMIC AND PRACTITIONERS IDENTIFY RELEVANT DATA PROVIDERS

During the “ESG Database Project: Surfing the Sustainability Wave” event hosted on September 22nd, 2...

CHALLENGES AND OPPORTUNITIES OF THE JUST TRANSITION – RISKS FORUM REPLAY

On 20 and 21 March 2023, the 16th Financial Risk International Forum, organised by the Institut Loui...

CLIMATE-ECONOMIC SCENARIOS AND MODELS: A READING GUIDE FOR SUSTAINABLE FINANCE (O&D)

The climate emergency is unfortunately becoming ever more acute, as shown by recent meteorological p...

PARIS, I LOVE YOU! WHEN FINANCE EMBRACES CLIMATE GOALS

A key factor for the success of the Paris Agreement and its application is ‟alignment”, a concept re...

INSTITUT LOUIS BACHELIER’S ROLE IN ADVANCING INSURANCE INDUSTRY ADAPTATION TO CLIMATE CHANGE

Institut Louis Bachelier‘s involvement in FIT underscores its dedication to contributing to a collec...

THE PARC FOUNDATION AIMS TO ENERGIZE RESEARCH ON GREEN AND SUSTAINABLE FINANCE

The inaugural conference of the PARC Foundation (Paris Agreement Research Commons), organized by the...

Estimating Corporate Greenhouse Gas Emissions

This paper explores machine learning models for estimating scope 1, 2, and 3 greenhouse gas emission...

TOWARDS AN ALTERNATIVE APPROACH IN FINANCE TO CLIMATE RISKS: TAKING UNCERTAINTIES FULLY INTO ACCOUNT

It is no easy task to take climate risks – transition risks and physical risks – into account in fin...

ENVIRONMENTAL INDICATORS: CONDITIONS FOR A RELEVANT AGGREGATED MEASURE

By Jean-Guillaume Peladan, Julie Raynaud, Peter Tankov, David Zerbib...

GSF PAPER ON “CYCLONE GENERATION ALGORITHM FOR NATIONAL DAMAGE ASSESSMENT”

CORPORATE DEBT VALUE UNDER TRANSITION SCENARIO UNCERTAINTY

Since the landmark “Tragedy of the horizons” speech by Mark Carney (2015), the understanding that cl...

CLIMATE RISK MEASUREMENT OF ASSETS ELIGIBLE AS COLLATERAL FOR REFINANCING OPERATIONS

Banque de France Working Paper No. 858...

CLIMATE DATA FOR PHYSICAL RISK ASSESSMENT IN FINANCE

Financial institutions are recognizing the importance of physical climate-related risks and are expe...

GREEN INVESTMENT AND ASSET STRANDING UNDER TRANSITION SCENARIO UNCERTAINTY

In this paper, the authors develop a real-options approach to evaluate energy assets and potential i...