Has anyone experiences/ data sources in the integration of environmental risk in the evaluation of fixed income securities (corporates or sovereigns) in Europe? I would like to analyse the impact of environmental risk on bond yield spreads in my master's thesis. Example for US: "Corporate Environmental Management and Credit Risk" by Rob Bauer. Any help is welcome!
For Long Financiers near the University of Cambridge, D'Maris Coffman extends an open invitation to this free event on 27 May - http://talks.cam.ac.uk/talk/index/42955