Climate-Related Default Probabilities

Climate risk refers to the risks associated with climate change and has already started to impact various sectors of the economy. In this work, we focus on the impact of physical risk on the probability of default for a firm in the agribusiness sector. The probability of default is estimated based o...

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Bibliographic Details
Main Authors: Augusto Blanc-Blocquel, Luis Ortiz-Gracia, Simona Sanfelici
Format: Article
Language:English
Published: MDPI AG 2024-11-01
Series:Risks
Subjects:
Online Access:https://www.mdpi.com/2227-9091/12/11/181