纽约联储-衡量保险公司的气候风险敞口（英）-2023.7

# 保险公司 # 气候风险敞口大小：3.63M | 页数：54 | 上架时间：2023-07-19 | 语言：英文

纽约联储-衡量保险公司的气候风险敞口（英）-2023.7.pdf

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纽约联储-衡量保险公司的气候风险敞口（英）-2023.7.pdf

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类型: 专题

上传者: 范泽林

撰写机构: 纽约联储

出版日期: 2023-07-19

摘要：

Insurance companies can be exposed to climate-related physical risk through their operations and to transition risk through their $12 trillion of financial asset holdings. We assess the climate risk exposure of property and casualty (P&C) and life insurance companies in the U.S. We construct a novel physical risk factor by forming a portfolio of P&C insurers’ stocks, with each insurer’s weight reflecting their operational exposure to states associated with high physical climate risk. We then estimate the dynamic physical climate beta, representing the stock return sensitivity of each insurer to the physical risk factor.

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