Overbond Ltd.
$500,000.00 CAD
- Department
- National Research Council Canada
- Recipient country
- Canada
- Fiscal year
- 2023-2024
- Agreement period
- July 1, 2023 – July 1, 2024
- Reference
- nrc-cnrc:172-2023-2024-Q3-1011927
Published purpose
As part of the international consortium project "GREENWISE-ESG-focused Green Bond Analysis, Enhanced Prediction and Wise Investment Optimization”, this project will focus on investigating investors' willingness to reward greener bonds. We will process EUR sovereign fixed income, interest rate data to feed & ML model with market risk coefficients that will scale the macro government rates, creating a base-line clustering of green bonds & their pricing in the market, compared with competition -AI generated signals for macroeconomic risk. The results of GREENWISE will be a tool suite for measuring the perceived vs actual “greenness” of Fixed Income assets and predicting how this will affect the pricing of these Fixed Income assets
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