NGFS scenario framework
Document physical, transition and combined pathways, including geographical proxies and transparent borrower sensitivities.
Advanced climate risk modelling for financial institutions. Assess physical and transition risks, quantify potential impacts on financial performance and strengthen climate-related reporting aligned with applicable regulatory requirements and IFRS S1 and S2.
Scope and integrations depend on the selected solution, data availability and bank requirements.
Connect recognised climate scenarios with portfolio exposures and financial risk analytics—so decision-makers can move from environmental signals to measurable financial implications.
Document physical, transition and combined pathways, including geographical proxies and transparent borrower sensitivities.
Connect climate drivers to stressed revenue, costs, cash flow available for debt service and debt service coverage.
Support integration with bank-approved probability of default, loss given default, exposure at default and IFRS 9 ECL methodology.
Help assess the implications of credit and cash-flow shocks for regulatory capital and liquidity stress decisions.
Climatrics combines climate scenario analytics with specialist financial risk advisory, model configuration, implementation support and training. Our approach helps institutions embed climate risk insights in existing governance, risk management and reporting workflows.
Our solutions support climate-related risk assessments and the preparation of relevant reporting evidence, including disclosures under IFRS S1 and IFRS S2.
Requirements, data and reporting scope
Scenario models and system interfaces
Bank pilot, methodology and controls
Institutional sign-off and operational support
Our implementation is tailored to institutional priorities, data environments and model governance requirements.
Tell us about your climate risk, sustainability and financial resilience priorities.
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