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How to use historical data to model climate risk adjusted LGD

Posted on Mar 10, 2023

Using historical data to model climate risk is often obscure but it is not impossible. In this article, Fintegral demonstrate a 2-steps modelling approach to overcome the challenge of limited empirical evidence between climate change and traditional credit risk measures to model climate risk adjusted LGD. Read our published briefing here.

This is the first article of our climate risk modelling series. 

For more information or if you have any questions please contact:

Dilbagh Kalsi
Partner, Head of UK Practice
Fintegral UK Ltd
+44 7703 788 016

Polly Wong
Fintegral UK Ltd
+44 7956 795 141

Dr. Nikolas Kontogiannis
Fintegral UK Ltd
+44 7949 211 131

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