Green Auto Securitization (GAS)

Projekt Start: 10/2022
Status: Fortlaufend
Forscher: Jihene Arfaoui, Carmelo Latino, Loriana Pelizzon, Max Riedel, Yue Wang
Bereich: Financial Markets
Finanziert von: BMBF

The project aims to provide insights for the design of future green auto policies and their impact on the risk management of European financial institutions. The project is based on an empirical analysis of securitized auto loans and leases (Auto ABS) in terms of sustainability-related data, vehicle fundamentals and credit risks. The project consists of two sub-projects: 1) the analysis and definition of transparent sustainability factors and standardized methods for the definition of green financial products in the automotive industry (SAFE); 2) the construction of a model database (EDW). The project is part of the funding measure "Climate Protection and Finance" (KlimFi) of the Federal Ministry of Education and Research (BMBF).

Partner institutions: European DataWarehouse (EDW)
Project leaders: Marco Angheben, Loriana Pelizzon  
Project duration 3 years
More information

Zugehörige publizierte Papers

Forscher/innen Titel Jahr Bereich Keywords
Loriana Pelizzon, Max Riedel How to Green the European Auto ABS Market? A Literature Survey
forthcoming in European Financial Management
2024 Financial Markets Car Loans, Low‐Emission Vehicles, Regulation, Securitization, Sustainable Finance

Zugehörige Working Papers

Nr. Forscher/innen Titel Jahr Bereich Keywords
391 Carmelo Latino, Loriana Pelizzon, Max Riedel How to Green the European Auto ABS Market? A Literature Survey 2023 Financial Markets

Related Policy Publications

Forscher/innen Titel Publiziert
Angelina Hackmann,
Vincent R. Lindner,
Loriana Pelizzon,
Max Riedel
Vehicle identifiers: the key to jump-starting the European Green Auto ABS market?
White Paper No. 100
2024
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