Our latest Climate article for GARP is published
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.
GARP Sustainability & Climate article
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’.
Climate Stress Test Briefing Note
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.
Climate Risk Stress Testing Research Note 5
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.
Climate Risk Stress Testing Research Note 4
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’.
Presentation and Q&A discussion from our Integrated Climate Stress Test Webinar
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.
Climate Risk Stress Testing
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’
ZRE Webinar, 7th June
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’.
Climate Risk Stress Testing Research Published on Frontiers
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.
Climate Risk Stress Testing – Research Note Number Two
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.
Climate Risk Stress Testing – Research Note Number One
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 Change Credit Risk Triptych Paper One
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 Change Credit Risk Triptych Paper Two
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 Change Credit Risk Triptych Paper Three
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
Summary of Climate Stress Test Findings
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.
ZRE Speaking and launching new research at RiskMinds International, Barcelona 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
Presentation from the ESG Europe Conference in London, April 2022
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'.
ZRE Speaking at Climate Risk and Stress Testing, London, 16 June
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