Estimation of Flood Risk on a residential mortgages portfolio

In the context of the rapid changes that have occurred in recent years, characterized by veritable 'black swans' such as the COVID-19 pandemic and extreme weather events that are occurring with increasing frequency, the issue of climate change has come into the focus of banking regulators...

Full description

Bibliographic Details
Main Authors: Luca Bartolucci, Guido Luciano Genero, Maurizio Pierigè, Fabio Verachi
Format: Article
Language:English
Published: AIFIRM 2022-08-01
Series:Risk Management Magazine
Subjects:
Online Access:https://www.aifirm.it/wp-content/uploads/2022/08/RMM-2022-02-Excerpt-4.pdf