Zollo, Claudia (A.A. 2020/2021) The climate risk stress test and the challenge for European banks: a quantitative analysis between banking performance and ESG investments. Tesi di Laurea in M&A and investment banking, Luiss Guido Carli, relatore Luigi De Vecchi, pp. 84. [Master's Degree Thesis]

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Abstract/Index

Market context on global and European ESG issues. Possible greenwashing in sustainability communication. Regulation at European level. Supervisor's expectations of internal stress testing of banks. Investments in social and sustainability bonds. Integration of ESG parameters in decision-making processes. Climate risk stress test. 2Why are there different interpretations of ESG ratings? Introduction of climate risk stress testing. The contribution of the EBA. The mechanism of stress tests. Key distinctive features of the ECB model on climate stress test. BoE, BoF and DNB pilot exercises on the climate stress test. Climate stress test model and impact of ESG on bank performance. Example of a climate stress test. Analysis between bank performance and the percentage of ESG investments held by credit institutions.

References

Bibliografia: pp. 79-80. Sitografia: pp. 81-83.

Thesis Type:	Master's Degree Thesis
Institution:	Luiss Guido Carli
Degree Program:	Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77)
Chair:	M&A and investment banking
Thesis Supervisor:	De Vecchi, Luigi
Thesis Co-Supervisor:	Pattofatto, Leone
Academic Year:	2020/2021
Session:	Extraordinary
Deposited by:	Alessandro Perfetti
Date Deposited:	26 Jul 2022 13:05
Last Modified:	26 Jul 2022 13:05
URI:	https://tesi.luiss.it/id/eprint/32967

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