Mostrar o rexistro simple do ítem

dc.contributor.authorTrevisani, Davide
dc.contributor.authorLópez, José Germán
dc.contributor.authorKenyon, Chris
dc.contributor.authorVázquez, Carlos
dc.contributor.authorBerrahoui, Mourad
dc.date.accessioned2023-11-10T15:32:15Z
dc.date.available2023-11-10T15:32:15Z
dc.date.issued2023
dc.identifier.urihttp://hdl.handle.net/2183/34152
dc.descriptionCursos e Congresos, C-155es_ES
dc.description.abstract[Abstract] Climate change is caused by greenhouse gas emissions, and governments have introduced over seventy carbon pricing instruments (CPIs). Banks finance a significant fraction of global emissions, and many have committed to reduce their facilitated, or Scope 3, emissions to (net) zero by 2050. However, it is possible that governments will introduce a CPI impacting banks on their Scope 3 emissions earlier. Here we design a Scope 3 capital charge to make banks resilient against the possibility, albeit not certainty, that governments could introduce such a Scope 3 CPI. Based on interest rate swaps, our numerical examples are financially significant for counterparties with significant emissions. The contribution of this work is to provide a technical basis for banks to be sufficiently resilientes_ES
dc.description.sponsorshipXunta de Galicia; ED43IC 2022/047es_ES
dc.description.sponsorshipThe authors would like to gratefully acknowledge discussions with participants in recent WBS and ISDA conferences. Davide Trevisani, José Germán López, and Carlos Vázquez acknowledge the funding from the Galician Government (grant ED43IC 2022/047). Davide Trevisani and Carlos Vázquez acknowledge the funding from European Union through the ABC-EU
dc.language.isoenges_ES
dc.publisherUniversidade da Coruña, Servizo de Publicaciónses_ES
dc.relationinfo:eu-repo/grantAgreement/EC/H2020/813261es_ES
dc.relation.urihttps://doi.org/10.17979/spudc.000024.38
dc.rightsAttribution 4.0 International (CC BY 4.0)es_ES
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/deed.es*
dc.subjectEmisiones de gases de efecto invernaderoes_ES
dc.subjectBancos-Informáticaes_ES
dc.subjectSwapses_ES
dc.titleRationale and Design of a Scope 3 Capital Chargees_ES
dc.typeinfo:eu-repo/semantics/conferenceObjectes_ES
dc.typeinfo:eu-repo/semantics/conferenceObjectes_ES
dc.rights.accessinfo:eu-repo/semantics/openAccesses_ES
UDC.startPage249es_ES
UDC.endPage255es_ES
UDC.conferenceTitleVI Congreso Xove TIC: impulsando el talento científico. Octubre, 2023, A Coruñaes_ES


Ficheiros no ítem

Thumbnail
Thumbnail

Este ítem aparece na(s) seguinte(s) colección(s)

Mostrar o rexistro simple do ítem