Climate risk pricing

Climate risk is often mispriced. We review unpriced externalities and undertake live market analyses to enable portfolio risk managers to understand the potential impact of climate on credit pricing.

An overhead photo of a road submerged by floodwater.

Short Total. Long Equinor (and/or iTraxx ESG)

02/03/2021

A credit short on Total, versus a long on Equinor could be attractive.

An overhead photo of a road submerged by floodwater.

The bond market and the climate transition

01/11/2020

Here, we present arguments for the functionality of bond markets for the climate transition.

An overhead photo of a road submerged by floodwater.

Green Bond Risk Premiums: A Twin-Bond ULFP Approach

02/06/2020

Here, we discuss the trading volatility of green bonds vs vanilla bonds.