Replication Package for "CRISK: Measuring the Climate Risk Exposure of the Financial System"

# CRISK: Measuring the Climate Risk Exposure of the Financial System
# by Hyeyoon JUNG, Robert ENGLE, and Richard BERNER

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** CITATION **
Jung, Engle, and Berner
"CRISK: Measuring the Climate Risk Exposure of the Financial System "
Journal of Financial Economics (Forthcoming).
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This is a replication package for our paper. Note that confidential supervisory data, as well as data with copyright restrictions, have been replaced with pseudo files stored in the Input/Pseudo folder. While the code runs with these pseudo-datasets, replicating the results requires the full data. Refer to the Dataset_List.pdf and the Data Sources section of the paper for details. The code also includes detailed descriptions of the source of each input file.

# CRISK：量化金融体系的气候风险敞口
作者：郑惠允（Hyeyoon JUNG）、罗伯特·恩格尔（Robert ENGLE）、理查德·伯纳（Richard BERNER）

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**引用信息**
郑惠允、罗伯特·恩格尔、理查德·伯纳：《CRISK：量化金融体系的气候风险敞口》，《金融经济学杂志》（即将刊出）。
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本数据集为对应论文的复现包。请注意：所有保密监管数据及受版权保护的数据均已替换为存储于Input/Pseudo文件夹中的伪数据文件。尽管代码可基于这些伪数据集正常运行，但复现研究结果需使用完整原始数据。详细信息请参阅论文中的Dataset_List.pdf文件以及“数据来源”章节。代码中亦包含各输入文件来源的详细说明。