Green Finance

Firm-specific risk-neutral distributions with options and CDS

Vitas Vasiliauskas: Investment and Investment Finance

Good morning, dear Marco, dear Thomas colleagues, presenters and viewers, A warm welcome to this joint webinar organised by the Bank of Lithuania and the European Investment Bank (EIB). Allow me, first of all, to thank the EIB for approaching us with the idea to hold this event. This is indeed a pivotal time to talk … Read more

Firm-specific risk-neutral distributions with options and CDS

The role of financial institutions in tackling the challenges of climate change

I want to thank the Institute of International Finance for inviting me to join this discussion. Let me start by noting that these are my own views and do not necessarily reflect those of the Federal Reserve Board or the Federal Open Market Committee. Climate change is already imposing substantial economic costs and is projected … Read more

Firm-specific risk-neutral distributions with options and CDS

Governance and risk in a time of uncertainty and change

Good morning. I would like to thank the Institute of Directors for inviting me to speak with you today.  We are living through a time of great uncertainty – uncertainty over the short term path of the COVID-19 pandemic and its longer term effects; uncertainty regarding the pace and extent of technology and related behavioural … Read more