banquedefranceBanque de France148153662266345881901/13/2022 - 09:00How can we assess the #environmental impact of Asset-backed securities (#ABS)? This paper explores ways to measure ABSs’ #climaterisk based on the characteristics of the underlying loans & identifies the data needed to compute an alignment metric #BdFeco 👇https://t.co/fAN2fggr5M