26-010/V - The Effects of Climate Change and Climate Policy on Credit Risk

• Authors
  Matthijs Leegstra, Erasmus University Rotterdam; Erik Kole, Erasmus University Rotterdam; Rasmus Lönn, Erasmus University Rotterdam
• Publication date
  March 20, 2026

• Keywords
  Corporate credit ratings, climate change, climate-economy models, stress testing, economic capital
• JEL
  E44, G17, Q54