Systemic risk monitoring and ESG investing for institutional investors

Academic research from HEC Lausanne providing data-driven tools for risk measurement and sustainable investing.

Sustainability and Systemic Risks

A research project sponsored by the Banque Cantonale Vaudoise (BCV) and the University of Lausanne (UNIL) to develop tools and measures for Sustainable investing and Systemic risks.

Real Estate

Real Estate ESG

PRESS scores, PRESS Index, and ESG surveys for Swiss real estate.

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Systemic Risks

Measures of Systemic Risk

SRISK for European banks and insurers: capital shortfall in a market crisis, by institution and by country.

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Equity Markets

ESG Investing in Equity Markets

Building ESG-compliant equity portfolios through screening and optimization.

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Bond Markets

Extending ESG to Corporate Bonds

ESG screening methodologies applied to the fixed-income universe.

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Systemic Risks

Providing Measures of Systemic Risk

Monitoring systemic risk in the European financial system.

Expected capital shortfall of European financial institutions in a market crisis, at each month end. Shaded bands mark crisis episodes; hover any point for the value at that date. Last observation 30 Oct 2026: €560 bn.