Quantitative Sustainable Economics and Finance
Time: 11.30 am
Date: 21 th of March 2023
Room 2041

Andra Anoica (BNP), “GHG footprint model and validation”

Abstract : Knowing the greenhouse gas emissions of our clients is paramount in implementing a Sustainable Finance Strategy. But what to do when the data is not available? BNP Paribasproposes a model based on statistical learning techniques to predict unreported corporate greenhouse gas emissions. This presentation will include some elements on this model as well as ways RISK department has challenged the approach.

Organizers:

Peter TANKOV (CREST) – Olivier David ZERBIB (CREST)

Sponsors:
CREST