Markus Leippold

Professor, Chair in Financial Engineering

University of Zurich

Title: Paradigm Shift in Sustainability Disclosure Analysis: Empowering Stakeholders with AI

Abstract: Corporate sustainability reports are crucial in assessing organizations' environmental and social risks and impacts. However, analyzing these reports' vast amounts of information poses significant challenges. We showcase the recent developments, from using climateBERT for cheap-talk detection to leveraging prompt engineering techniques in ChatGPT to automate the analysis of corporate sustainability reports. In particular, we also introduce \textsc{chatReport} and use this tool in a first use case to assess corporate climate risk disclosures following the Task Force for Climate-Related Financial Disclosures (TCFD) recommendations.

Bio: Markus Leippold is a Professor of Financial Engineering at the University of Zurich and faculty member of the Swiss Finance Institute. He holds a PhD from the University of St. Gallen. His research focuses on asset pricing, portfolio allocation and investment strategies, risk management, sustainable finance and, after a research stay at Google, natural language processing.