Climate finance, risk and uncertainty modelling

13:00 - 13:50 (50min)

Welcome Coffee (and security checks at entrance)

13:50 - 14:00 (10min)

Welcome - Introduction to the conference by Olivier Garnier

Auditorium - Banque de France

14:00 - 15:45 (1h45)

Session "Risk and environmental concerns"

Auditorium - Banque de France

Stéphane Dees (Banque de France)

› Policy Transition Risk, Carbon Premiums, and Asset Prices - Rick Van der Ploeg, Frankfurt University of Applied Sciences 14:00-14:35 (35min)

› Pricing Climate Risk - Christian Traeger, University of Oslo 14:35-15:10 (35min)

› Emission Impossible: Balancing Environmental Concerns and Inflation - Luca Taschini, University of Edinburgh Business Scholl 15:10-15:45 (35min)

15:45 - 16:15 (30min)

Coffee break and drinks: poster & networking

Salle de Restauration - Banque de France

16:15 - 17:45 (1h30)

Flash Talks

Salle 1 - Banque de France

Gauthier Vermandel

› Economic growth and biodiversity: a sectoral model - Loris ANDRÉ, Paris School of Economics 16:15-16:30 (15min)

› Pricing of green regulatory and technological risks - Hélène Mathurin, ESSEC Business School 16:30-16:45 (15min)

› Climate physical Risk: A Firm Value Model Approach - Michele Azzone, Dipartimento di Matematica [Politecnico Milano] 16:45-17:00 (15min)

› Meta-modelling paths of the DICE climate block using Neural Networks and Dirichlet polynomials - Yushan LIU, Centre de Mathématiques Appliquées de l'Ecole polytechnique 17:00-17:15 (15min)

› Container or content : from flood hazards on firms' physical assets to credit risks - Etienne De L'Estoile, Paris School of Economics, Paris 1 Pantheon Sorbonne 17:15-17:30 (15min)

› Asset management with an ESG mandate - Davide Stocco, crest 17:30-17:45 (15min)

17:45 - 18:45 (1h)

Cocktail

Salle de Restauration - Banque de France

Program