Articles, Climate Risk
25 Mar 24
Research Paper with support from CGFI
An Integrated Credit/Climate Scenario Approach Combining Firm-Level Climate Sensitivity with Climate Volatility Add-Ons
Articles, Climate Risk
1 Feb 24
Our latest Climate article for GARP is published
Based on our long-term experience building and implementing credit models E2E, we list four ideas for bank’s Climate Risk Stress Testing agenda for 2024 and beyond.
Articles, Climate Risk
26 Oct 23
GARP Sustainability & Climate article
Today our Sustainability & Climate article was published on GARP: ‘Climate Trends, Narratives, Shocks and Climate Stress Scenarios’.
Articles, Climate Risk
16 Oct 23
Climate Stress Test Briefing Note
This briefing note takes us through comments on the revised ECB climate stress test approach.
Articles, Climate Risk
18 Sep 23
Climate Risk Stress Testing Research Note 5
This papers takes us through Introducing Firm-Level Climate Risk Sensitivity into Climate Credit Factor Simulations.
Articles, Climate Risk
16 Aug 23
Climate Risk Stress Testing Research Note 4
This papers takes us through Developing A Short-Term Climate Stress Scenario to 2030 – Combining Climate Narratives with Empirical Credit Model Shocks Benchmarked to the ‘Great Recession’.
Climate Risk, News and Events
13 Jun 23
Presentation and Q&A discussion from our Integrated Climate Stress Test Webinar
This deck describes our views on an overall climate stress test framework that would include running various climate stress test scenarios through the Z-Risk Engine solution.
Articles, Climate Risk
5 Jun 23
Climate Risk Stress Testing
This papers takes us through Developing Climate Scenario Impacts on Credit Models – Applying the ECB Climate Stress Test Approach Through ‘TTC PD Drift’
News and Events, Climate Risk
18 May 23
ZRE Webinar, 7th June
REGISTRATION NOW OPEN – 7th June 2023, 3pm BST (GMT+1) – join us for our webinar ‘An Integrated Credit Risk Based Scenario Approach to Climate Stress Testing’.
News and Events, Climate Risk
21 Apr 23
Climate Risk Stress Testing Research Published on Frontiers
Our recent Climate Risk Triptych research papers have been published by Frontiers under the title: Climate-change scenarios require volatility effects to imply substantial credit losses: shocks drive credit risk not changes in economic trends.
Articles, Climate Risk
17 Apr 23
Climate Risk Stress Testing – Research Note Number Two
This research note assesses a second climate use case for developing long-run climate scenarios, in this case for potential, narrow ‘socio-economic tipping point’ (‘SETP’) shocks.
Articles, Climate Risk
15 Mar 23
Climate Risk Stress Testing – Research Note Number One
This research note summarizes broad empirical aspects of recent climate change discussions in the industry concerning climate stress testing and the potential influences of climate change on credit risk in the banking system.
Climate Risk, Climate Risk Triptych Papers
7 Nov 22
Climate Change Credit Risk Triptych Paper One
Smooth NGFS Climate Scenarios Imply Minimal Impacts on Corporate Credit Losses
Climate Risk, Climate Risk Triptych Papers
7 Nov 22
Climate Change Credit Risk Triptych Paper Two
Climate Change Volatility Effects Imply Higher Credit Losses
Climate Risk, Climate Risk Triptych Papers
7 Nov 22
Climate Change Credit Risk Triptych Paper Three
Climate Change Macro Volatility Effects Imply Higher Credit Losses
Climate Risk
6 Nov 22
Summary of Climate Stress Test Findings
A short presentation summarizing the key findings of the research papers published at RiskMinds International, November 7, 2022.
News and Events, Climate Risk
12 Sep 22
ZRE Speaking and launching new research at RiskMinds International, Barcelona 2022
ZRE's Managing Director, Dr Scott D. Aguais, will be speaking at RiskMinds International in Barcelona, 7-10th November 2022, on the topic of Developing An Integrated, Empirically-Based Climate Stress Test Framework
Articles, Climate Risk
3 May 22
Presentation from the ESG Europe Conference in London, April 2022
Presentation by Dr Scott D. Aguais titled 'Musings on Long Run Climate Risk Modelling for Banks'.
News and Events, Climate Risk
16 Mar 22
ZRE Speaking at Climate Risk and Stress Testing, London, 16 June
ZRE's Managing Director, Dr Scott D. Aguais, will be speaking in London to share insights on Long-run Climate Risk Modelling