Dr Julia Bingler

Research Associate in Financial Risk Data Analytics


Julia Bingler is Research Associate in Financial Risk Data Analytics at the University of Oxford Smith School of Enterprise and the Environment. She also holds a position as Fellow for Monetary Policy at the Council on Economic Policies, and is a member of the sustainable macro researchers network.

Julia’s research focuses on how to achieve a climate and environmental risk resilient financial system by integrating climate and environmental considerations into financial decision-making. She works on climate transition risk metrics, decision-useful climate and environmental commitments, corporate climate and environmental disclosures, and on sovereign climate and environmental risk and resilience analysis.

Her research combines state of the art machine learning methods in Natural Language Processing with micro- and macroeconomic theory and econometric analyses. This strong interdisciplinary focus leads to novel concepts for managing climate- and environment-related financial risks that are strongly valued by decision-makers and financial institutions alike. She co-designed ClimateBert, a natural language processing algorithm, which provides researchers and practitioners with a tool that outperforms previous NLP methods to extract and analyse unstructured climate-related text from corporate annual reports, such as companies’ climate-related risks/opportunities and the preciseness of their commitments. Julia’s research has been awarded the GRASFI best paper award in 2022, and was featured in various media and specialised expert outlets, including the Financial Times and Bloomberg.

Julia has a strong track record of projects and engagements with financial supervisors, central banks, governments, non-governmental organizations and private financial institutions, such as the Swiss National Bank, the German Bundesbank, the European Central Bank, and the Banque de France. She also works with central bankers and financial supervisors in various ASEAN countries and Japan. Julia regularly participates in the UNFCCC climate conferences (COPs) as an observer on finance-related topics, and developed a framework to assess and track the implementation of Article 2.1c of the Paris Agreement for the independent Global Stocktake Finance Working Group. She also regularly advises non-state actors and international initiatives on climate target setting and disclosures. Julia has been the lead of the UNEP-FI TCFD workstream on risk management and metrics & targets modules in 2021 and continues her work there as an external advisor. She is member by invitation of the Science-based targets initiatives’ Financial Sector Net Zero Expert Advisory Group, regularly peer-reviews core methodological frameworks by various initiatives like PACTA, and has been lead researcher for reports by the International Platform on Sustainable Finance (IPSF) or the Investor Group on Climate Change (IGCC). For WWF, she developed a set of templates for forward-looking climate risk disclosures to ease comparability of the results across institutions.

Prior to joining CEP, Julia did her PhD in Economics at ETH Zurich, where she focused on climate transition risk metrics and climate risk disclosures. Before starting the PhD, she worked at a think tank in Germany on sustainable finance regulation and the implementation of Art. 2.1c of the Paris Agreement at the national, European and international level. She holds a M.Sc. in Economics from Leipzig University and in Environmental Economics and Climate Change from London School of Economics and Political Science. For her studies at LSE, she was awarded the Departmental best overall performance prize.


Bingler, Colesanti Senni, Monnin 2022: Understand what you measure: Where climate transition risk metrics convergeand why they diverge. Finance Research Letters. Vol. 50. 

Bingler, Kraus, Leippold, Webersinke 2022: Cheap Talk and Cherry-Picking: What Climate Bert has to say on Corporate Climate Risk Disclosures. Finance Research Letters. Vol. 47, Part B. 

Bingler, Colesanti Senni 2022: Taming the Green Swan: a criteria-based analysis to improve the understanding ofclimate-related financial risk assessment tools. Climate Policy. Vol. 22, Issue 3


Working papers

Bingler 2022: Expect the worst, hope for the best: The valuation of climate risks and opportunities in sovereign bonds.CER-ETH Working Paper 22/371.

Stammbach, Webersinke, Bingler, Kraus, Leippold 2022: A Dataset for Detecting Real-World Environmental Claims. arXiv:2209.00507.

Bingler, Kraus, Leippold, Webersinke 2022: Cheap talk in corporate climate commitments: The effectiveness of climate initiatives. Swiss Finance Institute Research Paper No. 22/01.

Webersinke, Kraus, Bingler, Leippold 2021: ClimateBert: A Pretrained Language Model for Climate-Related Text. arXiv:2210.12010.

Bingler, Colesanti Senni, Monnin 2021: Climate Transition Risk Metrics: Understanding Convergence and Divergenceacross Firms and Providers. CER-ETH Working Paper 21/363 and BIS-IFC Bulletin No. 65.

Ritter, Bingler 2021: Do homo sapiens know their prices? Insights on dysfunctional price mechanisms from a large field experiment. CER-ETH Working Paper 21/348.

Bingler, Colesanti Senni, Monnin 2020: Climate Financial Risks: Assessing Convergence, Exploring Diversity. CEP Discussion Note 06/2020.

Bingler, Colesanti Senni 2020: Taming the Green Swan: How to improve climate-related financial risk assessments. CER-ETH Working Paper20/340.


Media coverage of research (selected):

Financial Times, Bloomberg, NZZ, Climate Risk Review, The Geneva Observer