Poster Session II

 

The poster session will be online for the duration of the conference. The posters of the physically present authors will also be presented on site.

Pricing Climate Change Risk in Corporate Bonds, Elsa Allman (The Zicklin School of Business)

 

Fund Portfolio Networks: A Climate Risk Perspective, Adrien Amzallag (European Securities and Markets Authority)

 

ESG, Risk, and (Tail) Dependence, Karoline Bax (University of Trento), Özge Sahin (University of Munich), Claudia Czado (University of Munich) and Sandra Paterlini (University of Trento)

 

The Market Price of Greenness: A Factor Pricing Approach for Green Bonds, Beatrice Bertelli (University of Modena and Reggio Emilia), Gianna Boero (University of Warwick) and Costanza Torricelli (University of Modena and Reggio Emilia)

 

Leveraged and Covenant-Lite Loans, Syndicated Networks and Systemic Risk, Monica Billio (University Ca' Foscari of Venice), Alfonso Dufour (University of Reading), Ana Sina (University of Reading) and Simone Varotto (University of Reading)

 

Climate Default Swap – Disentangling the Exposure to Transition Risk Through CDS, Alexander Blasberg (University of Duisburg-Essen), Ruediger Kiesel (University of Duisburg-Essen) and Luca Taschini (Grantham Research Institute, London School of Economics & University of Edinburgh Business School)

 

ESG Factors and Firms' Credit Risk, Laura Bonacorsi (DEMS Bicocca University & CefES), Vittoria Cerasi (DEMS Bicocca University & CefES) and Matteo Manera (DEMS Bicocca University, CefES and FEEM)

 

Geoclimate, Geopolitics, and the Geovolatility of Carbon-Intensive Equity Returns, Susana Campos-Martins (University of Oxford & University of Minho) and David F. Hendry (University of Oxford)


Reflections on Profits, Risks, Their Aggregation and Pricing Based on Experience With the Use of Financial Instruments for the Private Sector in the Western Balkans, Massimo Cingolani (European Investment Bank)

 

Climate Change and Long-Horizon Portfolio Choice: Combining Theory and Empirics, Mathijs Cosemans (Erasmus University), Xander Hut (Erasmus University) and Mathijs van Dijk (Erasmus University)

 

The Green Side of Sell-Side Analysts, Silvia Dalla Fontana (Università della Svizzera Italiana, Lugano & the Swiss Finance Institute), Laurent Frésard (Università della Svizzera Italiana, Lugano & the Swiss Finance Institute), Nicola Mano (Università della Svizzera Italiana, Lugano & the Swiss Finance Institute and Roberto Tubaldi (Università della Svizzera Italiana, Lugano & the Swiss Finance Institute)

 

Whither Weather?: High Temperature, Climate Change and Mortgage Default, Yongheng Deng (University of Wisconsin-Madison), Congyan Han (University of Wisconsin-Madison), Teng Li (Sun Yat-sen University), Timothy Riddiough (University of Wisconsin-Madison)

 

Green Mortgages and Environment Risk Weigthed Assets: A Key Link for the Transition, Lorenzo Esposito (Banca d’Italia, Milan & Università Cattolica del Sacro Cuore, Milan) and Giuseppe Mastromatteo (Università Cattolica del Sacro Cuore, Milan)

 

Flag Tag: Credit File Disaster Flags as Social Insurance Tags, Benedict Guttman-Kenney (University of Chicago)

 

Mandatory Central Clearing and Financial Risk Exposure, Natalie Kessler (European University Institute, San Domenico di Fiesole)