ESG DATA AND ANALYTICS
Delivery of granular indicators that quantify the exposure to Physical Risk for the Bank counterparties Computation of Physical Risk indicators at counterpart level and for at the level of each local unitsin the portfolio
- Granular indicators
- Physical Risk indicators
-
Full
Coverage EU27 local units
-
>100 k
Evaluated local units
ESG ANALYTICS AND CONSULTING
Delivery of ESG Risk Indicators for the portfolio of collaterals and counterparts of the Bank Statistical analysis on the links between ESG Indicators and the main credit risk parameters Consulting support for setting up robust risk integration strategies
- ESG Risk Indicators
- Consulting
-
+2 %
Identified change in Default Rate of counterparties associated with poor ESG Scores
-
300 k
Total number of bank exposures
EVOLUTION OF THE ESG RISK FRAMEWORK
Enrichment of the Bank’s portfolio of collaterals with measures expressing the monetary impacts of physical risks in a short and long term horizon Consulting support to the Bank in defining main improvement directions in terms of collection of useful information to feed and specialize the physical risk evaluation exercise and aggregation exercise
- ESG Risk Indicators
- Consulting
-
200 k
Collaterals evaluated
-
Consulting
on how to improve data management