In this project you will explore the development of the green finance industry, with particular focus on green bonds. The selected sub-projects include primary market and secondary market modelling of green bond issuance, pricing, spread models and securitisation. In addition, the firm valuation modelling with regard to ESG, CSR and green bond issuance will be explored and modelled. There is also scope for development of natural language processing methodologies from machine learning to explore the processing of information from green bond second opinion letters and debentures of issuance documents.
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