@article{André:Weber:2021,author={André, Loris and Grept, Alice and Laut, Nadia and Plantier, Gabriel and Sapey-Triomphe, Zako and Weber, Pierre-François},year={2021},title={Climate Risk Measurement of Assets Eligible as Collateral for Refinancing Operations – Focus on Asset Backed Securities (ABS)},publisher={Working Paper Banque de France}}