Green Auto Securitization (GAS)
| Project Start: | 10/2022 |
| Status: | Ongoing |
| Researchers: | Jihene Arfaoui, Carmelo Latino, Loriana Pelizzon, Max Riedel, Yue Wang |
| Area: | Financial Markets |
| Funded by: | BMFTR |
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
Related Published Papers
| Author/s | Title | Year | Area | Keywords |
|---|---|---|---|---|
| Carmelo Latino, Loriana Pelizzon, Max Riedel |
How to Green the European Auto ABS Market? A Literature Survey
European Financial Management |
2025 | Financial Markets | Car Loans, Low‐Emission Vehicles, Regulation, Securitization, Sustainable Finance |
| Nikolai Badenhoop, Max Riedel |
Fragmented EU Car Labels: How To Achieve Consumer-Friendly Standardization and Transparency?
forthcoming in Journal of Consumer Policy |
2025 | Financial Markets | Car Labels, CO2 Emissions, Energy Efficiency, Fuel Economy, Directive 1999/94/EC, Sustainable Transport |
Related Working Papers
| No. | Author/s | Title | Year | Area | Keywords |
|---|---|---|---|---|---|
| 448 | Carmelo Latino, Loriana Pelizzon, Max Riedel, Yue Wang | Mutual Funds’ Appetite for Sustainability in European Auto ABS | 2025 | Financial Markets | Auto ABS, Car Loans, Zero- or Low-Emission Vehicles, Mutual Funds, Securitization, Sustainable Finance |
| 391 | Carmelo Latino, Loriana Pelizzon, Max Riedel | How to Green the European Auto ABS Market? A Literature Survey | 2023 | Financial Markets | Securitization, Car Loans, Sustainable Finance, Low-Emission Vehicles, Regulation |
| 433 | Nikolai Badenhoop, Max Riedel | Fragmented EU Car Labels: How To Achieve Consumer-Friendly Standardisation and Transparency? | 2024 | Financial Markets | Car Labels, CO2 Emissions, Energy Efficiency, Fuel Economy, Directive 1999/94/EC, Sustainable Transport |
Related Policy Publications
| Author | Title | Published |
|---|---|---|
|
Vincent R. Lindner, Max Riedel |
From Deletion to Substitution: A Smart Regulatory Path for EU Securitisation Reform Policy Letter No. 109 |
2025 |
|
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 |
