CO2eVA: pricing the transition of Scope 3 emissions
A framework to measure banks’ costs associated with carbon emissions is proposed
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Chris Kenyon, Andrea Macrina and Mourad Berrahoui introduce a method for derivative portfolio steering based on Scope 3 emissions for Net-Zero Banking Alliance members
Net-Zero Banking Alliance (NZBA) banks represent 41% of global banking assets. Its members have committed to net-zero carbon in their Scope 3 portfolio impacts by roughly 2050. Here, we present methods for steering deals won and lost based on the mitigation cost (benefit) of CO2-equivalent
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