ESG/Climate risk modelling

Service description:

EthiFinance Analytics is the branch of EthiFinance specialised in the development and validation of financial and nonfinancial risk models for banks, insurance companies, asset managers and asset owners.

EthiFinance's expertise:

As part of the fight against the effects of climate change, EthiFinance Analytics is working on the integration of climate risk into financial risk models. Climate risk is a future risk indirectly linked to financial risks, which requires mastering both climate projection models, financial risk models and the transmission chains from one to the other. Thus, EthiFinance Analytics' modelling expertise, coupled with EthiFinance's historical expertise in ESG and climate issues, allows us to respond to the new challenges and risks faced by financial institutions.

Example of assignments/deliverables:

Line-by-line modelling of the carbon footprint of asset portfolios, Temperature projection and alignment with the Paris agreements, Measurement of portfolio dependencies and impacts on biodiversity, Estimation of the share of eligible and/or aligned activities considered as "green" by the European taxonomy, Estimation of physical and transition risks.


Key Contacts:

Rémy Estran-Fraioli, PhD
Head of Analytics
Mail :