Results and KPIS

+6% identified change in LGDs for high-risk collaterals

for an important investment bank

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

for a bank holding

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

for a european bank

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