Soon

Climate Value at Risk

Powered by MSCI

Forward-looking and return-based valuation assessment to measure climate related risks and opportunities in an investment portfolio

Analytical frameworks
  • Climate
  • Paris Alignment
  • Physical Risk
  • Transition Risk
Regulatory use cases
  • SFDR Art.8: Measurement of the E / S characteristics
  • SFDR Art.8: Comparison with a relevant benchmark (if any)
  • SFDR Art.9: Comparison with a relevant benchmark (if any)
  • SFDR Art.9: Measurement of the E / S characteristics
Asset class coverage
  • Listed equities
  • Corporate bonds
Deliverables
  • Asset-level scoring
Licensing options
  • BYOL: Bring Your Own License
Use cases
< Back to catalog
MSCI — Climate Value at Risk

Overview

Climate VaR provides insights into the potential climate stressed market valuation of investment portfolios and downside risks. MSCI ESG Research’s financial modeling approach translates climate-related costs into valuation impacts on companies and their publicly tradable securities. In this way, the Climate VaR framework is designed to help investors to understand the potential climate-related downside risk and/or upside opportunity in their investment portfolios.

Key features

  • Scenario analysis on climate risks and opportunities
  • Identify optimal low carbon investment projects
  • Identification of long-term, climate-related impacts for asset allocation, external manager evaluation and regulatory disclosure

Free download

What you'll love about our partner

MSCI is a leading provider of critical decision support tools and services for the global investment community. With over 50 years of expertise in research, data and technology, we power better investment decisions by enabling clients to understand and analyze key drivers of risk and return and confidently build more effective portfolios.

Powered by MSCI

Soon

Soon

Global Standards Screening

Powered by Sustainalytics

Identify companies that violate international standards

Discover

Soon

Soon

Product Involvement

Powered by Sustainalytics

Identify companies involved in a range of product areas and create investment universes that are aligned to clients’ needs.

Discover

Soon

Soon

EU Taxonomy

Powered by Sustainalytics

Assess companies against EU Taxonomy criteria to report on your portfolios’ contribution to mitigating climate change

Discover

Soon

Soon

SFDR PAI

Powered by Sustainalytics

Meet SFDR compliance requirements with end-to-end ESG Research solutions and our PAI Data Solution.

Discover

Climate Value at Risk

Powered by MSCI

Climate Value at Risk

Powered by MSCI