Climate Risk Modeling
Valuecube is strongly involved in the development of innovative and cutting-edge methodologies for the estimation of climate risks and their integration within credit and market risks.
We offer a range of solutions in this field, including:
- IT applications for modeling climate risks, both physical and transition, for Non-Financial Corporate counterparties and real estate, as well as for credit risk analysis from an EBA LoM perspective.
- Provision of data and proxies for the assessment of climate risks, both physical and transition, concerning Non-Financial Corporate counterparties and real estate.
- Consulting and operational support in the field of Risk Management (ICAAP, RAF, Climate Stress Testing); Reporting (Pillar 3 ESG, NFR); Strategic Planning (business planning, KPI, portfolio alignment, asset/capital allocation); Credit Processes (credit risk assessment EBA LoM compliant, optimization of credit policies).