CAFIN and UC Investments Seminar Series

Frédéric Samama is Chief Responsible Investment Officer at CPR AM, Amundi group. 

Net-Zero Carbon Portfolio Alignment

This talk will outline a simple and robust methodology for portfolio managers to align their portfolios with the carbon neutrality goals (Net Zero Targets) set out following the Paris Agreement in 2015. The approach is based on dynamically limiting the portfolio carbon footprint so that it satisfies a time-varying, science-based, carbon budget consistent with maintaining an average temperature rise to less than 1.5 oC. We show how the tracking error of a Net Zero Aligned portfolio with respect to a global market index can be maintained at a negligible level for large portfolios even as they progressively reduce their carbon footprints to remain within their carbon budget.

Friday, October 15 at 9:00am

Virtual Event

Event Type

Lectures & Presentations

Invited Audience

Faculty & Staff, Students, Prospective Students, General Public, Graduate Students

Topics

Academic

Website

https://cafin.ucsc.edu/news-events/ev...

Cost

Register in advance to receive the free Zoom link

Group
Institute for Social Transformation, Social Sciences Division
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