This papers takes us through Introducing Firm-Level Climate Risk Sensitivity into Climate Credit Factor Simulations.

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’.

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.

This papers takes us through Developing Climate Scenario Impacts on Credit Models – Applying the ECB Climate Stress Test Approach Through ‘TTC PD Drift’

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’.

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.

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.

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.

Smooth NGFS Climate Scenarios Imply Minimal Impacts on Corporate Credit Losses

Climate Change Volatility Effects Imply Higher Credit Losses

Climate Change Macro Volatility Effects Imply Higher Credit Losses

A short presentation summarizing the key findings of the research papers published at RiskMinds International, November 7, 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

Presentation by Dr Scott D. Aguais titled 'Musings on Long Run Climate Risk Modelling for Banks'.

ZRE's Managing Director, Dr Scott D. Aguais, will be speaking in London to share insights on Long-run Climate Risk Modelling