QUANTITATIVE RISK
Climate Scenario & Stress Testing
Use documented NGFS pathways and borrower sensitivities to assess financial transmission to cash flows, debt service coverage, bank credit risk and balance-sheet outcomes.
Discuss your priorities All expertise
From insight to institutional outcomes.
Each engagement is adapted to institutional data, existing risk processes, governance and applicable standards. We emphasise evidence, defensible assumptions and practical implementation.
POTENTIAL ENGAGEMENT DELIVERABLES
- NGFS scenario framework and evidence register
- Stressed borrower cash-flow and DSCR methodology
- PD/LGD/EAD and IFRS 9 ECL model integration specification
- Capital and liquidity resilience analysis
Deliverables are indicative and agreed during discovery; they are not claims of existing client work.
WORK WITH CLIMATRICS
Better decisions begin with a conversation.
Tell us about your climate risk, sustainability and financial resilience priorities.
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