Using Climate Pathways for your Own Risk and Solvency Assessment (ORSA)

 

  • » Provides the scenario content needed to measure the financial impact of climate risk on asset classes and market risk-factors.
  • » Gives you confidence in your scenario selection to address needs of different business functions and the business overall.
  • » Helps you develop a deeper understanding of the financial impact of climate risk on your balance sheet.
  • » Helps align assumptions between assets and liabilities for consistency in impact assessments.
  • » Provides access to Moody’s Climate and calibration experts for guidance on the right scenario selection.
  • » Builds internal credibility by being able to rely on your outputs and justify recommendations to the board and external stakeholders.

 

What we deliver

  • » Top-Down deterministic scenario sets that can be used directly in valuation/cashflow models for each of the selected paths from your preferred framework, such as NGFS.
  • » Access to the Climate Pathways App to view and select different assumption sets.
  • » The ability to use scenarios to analyze the short-term impacts of market re-pricing/capitalization events.
  • » Full Documentation.
  • » Workshops with Moody’s Analytics experts.