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 and 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 Data Source section for details. The code also includes detailed descriptions of the source of each input file.

# CRISK：衡量金融体系气候风险敞口
作者：Hyeyoon JUNG、Robert ENGLE、Richard BERNER

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**引用信息**
Jung、Engle与Berner，《CRISK：衡量金融体系气候风险敞口》，《金融经济学杂志（Journal of Financial Economics）》（即将刊出）。
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本数据集为对应学术论文的复现包。请注意：机密监管数据及受版权保护的数据已替换为存储于Input/Pseudo文件夹内的伪数据文件（pseudo files）。尽管依托此类伪数据文件即可运行代码，但复现论文结果需使用完整数据集，具体信息请参阅数据源章节。代码包中亦包含各输入文件的来源详情说明。

搜集汇总

背景与挑战

背景概述

该数据集是研究论文'CRISK: Measuring the Climate Risk Exposure of the Financial System'的复制包，旨在测量金融系统的气候风险暴露。它包含代码和伪数据文件，但受限于机密和版权数据，无法直接复制完整结果，需依赖外部数据源。