2°C scenario analysis for corporate lending portfolios

2°C scenario analysis for corporate lending portfolios

In this project 2ii collaborates with banks to extend the existing 2°C scenario analysis framework to corporate lending portfolios including a road-test with participating banks of the methodology developed in the course of the project.

The methodology development will include the assessment of various existing methodological options, such as the ownership level at which companies are getting matched parent vs. direct owner …, the aggregation rules of the companies within the portfolio, the production allocation rule in the company structure, etc.. The framework developed in this project will be publicly available and ultimately enable banks to initiate in-house 2°C scenario analysis in the future independent of the technical support of 2ii.

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2018-02-26T10:04:25+00:00