Climate Risk and Credit - Part Two

In this two-part series of DBRS Morningstar’s “European Securitisation Insights” podcast, host Mudasar Chaudhry, Head of European Structured Finance Research, focuses on the climate risk and potential impact on credit.  Mudasar is joined by Christian Aufsatz, Head of European Structured Finance, and Rehanna Sameja, Senior Vice President of European RMBS, to give an introduction to climate change, climate change scenarios, and how climate risk could increase an issuer’s default probability or a reduction in asset valuation(s). The guests also delved into how DBRS Morningstar considers climate risk in its rating analysis of European structured finance transactions and, in terms of time horizons, how climate risk compares with typical time horizons for other types of credit risk.Related Content:ESG: Climate Risk and Credit: https://www.dbrsmorningstar.com/research/413235/esg-climate-risk-and-creditBy downloading or listening to this podcast, you are agreeing to the DBRS Morningstar disclaimer and legal terms and conditions found at dbrsmorningstar.com/about/disclaimer and dbrsmorningstar.com/about/termsandconditions, including that the information provided is not investment, financial or other advice. DBRS Morningstar will not be liable for losses arising from your use of the information. Please note that the content of this podcast is intended for European audiences only.

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