Régis Gourdel

WU Vienna University of Economics and Business

Welthandelsplatz 1, Building D1, 3rd Floor

Vienna, 1020

Austria

SCHOLARLY PAPERS

3

DOWNLOADS

573

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

The double materiality of climate physical and transition risks in the euro area

Number of pages: 62 Posted: 11 Oct 2021 Last Revised: 14 Apr 2022
WU Vienna University of Economics and Business, EDHEC Business School, WU Vienna, Ca' Foscari University of Venice and European Central Bank (ECB)
Downloads 478 (82,896)

Abstract:

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climate physical risk; climate transition risk; Network for Greening the Financial System scenarios; double materiality; Stock-Flow Consistent model.

2.

Shock Amplification in an Interconnected Financial System of Banks and Investment Funds

ECB Working Paper No. 2021/2581
Number of pages: 66 Posted: 10 Aug 2021
European Central Bank (ECB), Banque de France, Bank of England, European Central Bank (ECB), Bank of Italy, Central Bank of Ireland, European Central Bank (ECB), Banque Centrale du Luxembourg, WU Vienna University of Economics and Business, European Central Bank (ECB), Goethe University Frankfurt, European Central Bank (ECB), Bank of Greece, European Central Bank (ECB), European Central Bank (ECB), Banque de FranceParis School of Economics (PSE), European Central Bank (ECB) and Deutsche Bundesbank
Downloads 49 (521,311)

Abstract:

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3.

Investment Funds Under Stress

Number of pages: 52 Posted: 31 Oct 2019
Régis Gourdel, Eduardo Maqui Lopez and Matthias Sydow
WU Vienna University of Economics and Business, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 46 (530,300)

Abstract:

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Bayesian model averaging, international capital flows, investment funds, portfolio valuation, prudential policy