 |
| |
|
WIFO-Extern zum Thema "Pricing climate financial risks under uncertainty: An application to sovereign bonds of the OeNB portfolio"
|
| |
Sehr geehrte Damen und Herren,
das WIFO lädt Sie herzlich zum nächsten Termin der Vortragsreihe WIFO-Extern ein:
Mittwoch, 20. November 2019, 13:30 Uhr
WIFO, Kleiner Sitzungssaal
Irene Monasterolo (Vienna University of Economics and Business and Boston University)
"Pricing climate financial risks under uncertainty: An application to sovereign bonds of the OeNB portfolio"
Kommentar: Thomas Url (WIFO)
Irene Monasterolo is an Assistant Professor of Climate Economics and Finance at the Institute for Ecological Economics, Vienna University of Economics and Business. She is research fellow at Universita’ Milano Bicocca (Cefes) and was visiting scholar at Stanford University.
- Irene holds a Ph.D. in Economics and Statistics from the University of Bologna (IT), and two post-doctoral experiences in Cambridge (UK) and Boston University (USA).
- Irene’s research focuses on pricing forward-looking climate risk and opportunities in the value of financial contracts and in investors’ portfolios, introducing climate into standard financial risk metrics (e.g. climate Value at Risk, climate Spread). She has developed a methodological approach for climate risk assessment and management under uncertainty rooted on Agent-Based macroeconomic modelling, financial risk pricing and networks-based climate stress-testing. Her research has been published on top tier academic journals, such as Nature Climate Change.
- She has worked with central banks (e.g. Austrian National Bank), financial regulators (e.g. G20 task force “An International Financial Architecture for Stability and Development”), development finance institutions (e.g. European Investment Bank, World Bank, Inter-American Development Bank) and the European Commission Community of Practice on Sustainable Finance.
- Irene is leading the Europe JPI CLIMATE project BIOCLIMAPATHS “Assessing climate-led social-ecological impacts and opportunities for resilience pathways in the EU bioeconomy”, the Austrian Climate Research Program project GREENFIN “Scaling up green finance to achieve the climate and energy targets: an assessment of macro-financial opportunities and challenges”.
- She was awarded the INSPIRE grant to mainstream methods for climate financial risk management under uncertainty (Battiston and Monasterolo 2019) in central banks and regulators’ prudential policies.
- She is project partner in the FET-EU Innovation Launchpad CLIMEX “Climate Exposure Tool for Financial Risk Analysis” to bring the climate stress-test (Battiston et al. 2017) to the market.
- Irene has recently been awarded the prestigious Dr. Maria Schaumeyer Habilitationstipendium funded by the Austrian National Bank, and the research prize “Econometric Models of Climate Change” 2019.
Bei Interesse am Besuch dieses Vortrages schicken Sie bitte (bis einen Tag vor der Veranstaltung) eine formlose Anmeldung an veranstaltungen@wifo.ac.at, um uns die Abschätzung des Raumbedarfs zu erleichtern.
Um diesen Vortrag in Ihren Kalender zu importieren, klicken Sie bitte hier.
Wir würden uns freuen, Sie zu diesem Vortrag am WIFO begrüßen zu dürfen!
_____________________________________________
Agnes Kügler
WIFO – Österreichisches Institut für Wirtschaftsforschung
Arsenal, Objekt 20
1030 Wien
Tel.: +43 (1) 798 26 01-238
Fax: +43 (1) 798 93 86
Web: https://www.wifo.ac.at
E-Mail: agnes.kuegler@wifo.ac.at |
| |
|
|
