XVA and Climate Change
Speaker:
Chris Kenyon, MUFG
Date and Time:
Tuesday, September 20, 2022 - 2:45pm to 3:45pm
Location:
Fields Institute, Room 230, or online at https://zoom.us/j/92292683265
Abstract:
Introduction: climate change – caused by CO2-equivalent (CO2e) emissions. Carbon pricing instruments (CPI) review.
Carbon Equivalence Principle (CEP): financial products existing links to CO2e from contribution or requirements. Financial net-zero.
Climate Change Valuation Adjustment (CCVA): quantify physical and transition risk.
CO2eVA: portfolio steering to achieve carbon net-zero.
Conclusions.
