Anne Gruz co-presented the CERM model at the event organized by the Paris based Institut Louis Bachelier “Finance and Sustainable Growth” Laboratory, teaming up with Josselin Garnier and Jean-Baptiste Gaudemet. The CERM is a tentative approach to model the impacts from transition and physical risks on credit risk. In addition Green RWA developed a model to calibrate the input parameters.
Sphinx Documentation for our Climate360 and CERM Implementation
We all agree on the importance of code documenting. Our python implementation of Climate360 and the CERM model now comes with a Sphinx documentation so that we can easily onboard teams when testing on real-life Read more…