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The CLIMAFIN Toolbox (PDF, 2 MB) provides risk and impact metrics to integrate climate physical and policy risk into standard financial risk measures (e.g. Value-at-Risk, Battiston et al. 2017) and classify banks’ individual projects and derive overall portfolio’s contribution to climate adaptation/mitigation as opposed to portfolio’s contribution to climate vulnerability (Monasterolo et al. 2017).
The FINEXUS Leverage Network Framework for Stress-testing is a Matlab software based on the works (Battiston et al. 2016 Leveraging the Network; Visentin et al. 2016) that allows to conduct a stability analysis of financial networks according to several models of financial contagion. It is currently being extended to include also the Asset Network Valuation Framework (NEVA, Barucca et al. 2017).
Monasterolo, I., & Battiston, S. (2017). Mapping the governance network of climate finance policies in the Eurozone. Climatic Change, 145, 3–4, pp 495–507
Roukny, T., Battiston, S., & Stiglitz, J. E. (2016). Interconnectedness as a Source of Uncertainty in Systemic Risk. Journal of Financial Stability (in press), SSRN 27266315.