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 portfolio. It provides a customizable and extendable way to generate a nice html-based document, based on the source code and on reStructuredText (reST) markup language.
Article by Climate X referencing our climate finance research paper on extending the asymptotic single risk factor (ASRF) model to physical and transition risk. It can indeed be used to support discussions around Regulatory Capital Read more…
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 Read more…
Iggaak presented modeling objectives, design choices and challenges at this PRMIA – Professional Risk Managers’ International Association – event on the quantification of climate risk, with some excellent insights and pointers shared by co-panelists. Thank Read more…