Anthropocene Fixed Income Institute

 The option pricing model for SLBs, developed by AFII, draws on a Black-Scholes approach, with KPIs linked to carbon emissions. Using case studies, we show that a lower cost-of-capital can be achieved by issuers that choose to introduce transparent and impactful targets.  

This is the revised version of our Mar-22 discussion paper.

(08 Nov 2022)