The carbon equivalence principle: methods for project finance
A method to price the environmental impact of financial products is proposed
CLICK HERE TO DOWNLOAD THE PDF
The carbon equivalence principle states that all financial products shall contain a term sheet of the equivalent carbon flows from greenhouse gases that the financial products cause or enable. This reveals that all existing financial products may already be environment-related. Chris Kenyon, Andrea Macrina and Mourad Berrahoui focus on project finance and show how the costs and risks associated with carbon footprints can be priced. Using a flexible linear
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net
More on Cutting Edge
Information geometry of risks and returns
An innovative product design framework and its geometric interpretation is introduced
Podcast: Jan Rosenzweig on fat tails and LDI portfolios
An optimised portfolio can look very different when extreme moves are given more weight
Fat tails and optimal LDI portfolios
A portfolio optimisation technique for pension funds and insurance portfolios is presented
A model for small basket equities financing
A haircut model for equity baskets based on credit and equity indexes is introduced
Podcast: Barzykin and Guéant on FX market-making
Industry quant teams up with academics to build better risk tools for FX markets
Funding, wealth transfer and financial stability in the post-Libor era
Adjusting RFR with a funding premium may aid economic growth and stability
Dealing with multi-currency inventory risk in FX cash markets
A market-making model that considers correlation, transaction costs and market impact is presented
Momentum transformer: an interpretable deep learning trading model
An attention-based deep learning model for trading is presented
