Practice
Actuarial transition-risk modelling for long-horizon investment decisions.
My active practice is the development and application of stochastic transition-risk models that translate climate policy, carbon pricing, energy prices and real-economy constraints into financial decision metrics.
A fuller account of cases — including ORSA-style climate scenario analysis, residual-value impacts on long-lived assets, and decarbonised industrial investment cases such as sustainable aviation fuels and biocircular construction — will be added in subsequent iterations of this page.
In the meantime, the working paper Carbon as a Capital Risk Factor sets out a distribution-based framework for strategic investment decisions under the EU ETS.