Anticipating the climate change risks for sovereign bonds (Part 3)

In this paper, we illustrate how climate change could materialize should no further mitigation efforts be implemented. We focus on two specific climate hazards: (i) the average temperature and (ii) the frequency of very hot days. 

Then, building on the methodologies developed in the first two papers in this series, we continue our exploration of quantifying financial risk from climate change for sovereign issuers. This analysis provides more detailed results, in terms of time horizons, countries and climate scenarios, compared to our previous studies.

You can now read the full whitepaper at the link below

Supporting documents

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