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Climate Value at Risk - Instrument Level

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MSCI

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

Use cases
Physical Risk
Transition Risk
Regulatory focus
  • 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
Deliverables
  • Listed equities
  • Corporate bonds
Dataset
Licensing options
  • BYOL: Bring Your Own License
BYOL: Bring Your Own Licence
Use cases
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MSCI — Climate Value at Risk - Instrument Level

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

What you'll love about

MSCI

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.

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Climate Value at Risk - Instrument Level

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Climate Value at Risk - Instrument Level

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