Banking, Asset Management & Insurance
Supervisors now expect climate and ESG risk inside core risk management, not in a separate report. I help banks, asset managers and insurers measure financed emissions, bring climate risk into credit, investment and underwriting decisions, and build disclosures that can be traced from source data to final figure.
Regulations and services for financial institutions.
Carbon Accounting
Scope 3 Category 15 (investments) and the institution’s own Scope 1–3 inventory. Financed emissions for loans, bonds, equity, project finance and real estate, with data-quality scores per asset class.
- Scope 3 Cat. 15 financed emissions
- Own Scope 1–3
- Economic emission intensity
- Financed Scope 1, 2, 3
- Attribution factor
Sustainability Reporting
Sustainability statement for financial undertakings, built on portfolio-level data. Climate-related financial disclosure, including scenario analysis and financed-emissions metrics.
- ESRS E1 incl. financed emissions
- Double-materiality scores
- Climate VaR 1.5 °C / 4 °C
- Gross and residual climate impact
- Financed emissions
EU Taxonomy & SFDR
Green Asset Ratio and Taxonomy alignment of loans and investments. PAI indicators, WACI and Article 8/9 product disclosure for funds.
- Green Asset Ratio
- Aligned EAD
- DNSH pass rate
- PAI 1–4 (GHG, footprint, intensity, fossil)
- PAI 10 UNGC violations
Climate & ESG Risk
ESG risk materiality assessment, methodologies and transition-planning requirements for credit institutions. Hazard exposure of collateral, insured assets and investments, and its concentration by region.
- Climate overlays on PD / LGD (scenario-based)
- Climate ECL uplift (€, %)
- Collateral climate haircut
- Composite physical-risk score
- Expected annual loss
Project Finance & Climate Stress Testing
Climate and ESG due diligence for project finance: financed emissions, asset-level physical risk and transition risk in the cash-flow case. Scenario transmission into PD, LGD, collateral values, expected credit loss and capital, for ICAAP and ORSA purposes.
- Financed emissions per project
- Climate-adjusted DSCR
- Climate ECL uplift (€, %)
- Capital impact
Sample work available. Methodology case studies with illustrative data show how I approach Banking, Asset Management & Insurance. Ask for the relevant case study, or describe what you need.
info@advancedclimateanalytics.com