New report on options for integrating dynamic portfolio assumptions into regulatory stress-tests

Addressing the question of whether portfolios should be ‘static’ or ‘dynamic’ in the context of long-term stress-tests and scenario analysis is a key question for the NGFS members and financial institutions. To date, there is limited research on the options and implications of how to address this issue. The 1in1000 programme is releasing a new report that explores 4 different avenues to adjusting assumptions around portfolio exposures, their pros and cons, and the potential impacts of dynamic portfolios on the results of stress-tests using a sample portfolio.


The report forms part of the LIFE PACTA 2.0 project. The LIFE PACTA 2.0 project has received funding from the LIFE Programme of the European Union.‘ The contents of this publication are the sole responsibility of 2° Investing Initiative and do not necessarily reflect the opinion of the European Union.

This project was made possible by


2DII today announced it is transferring stewardship of the Paris Agreement Capital Transition Assessment (PACTA) to RMI, formerly Rocky Mountain Institute. PACTA measures financial portfolios' alignment with various climate scenarios, including those consistent with the Paris Agreement. Under RMI’s stewardship, PACTA will remain a free, independent, open-source methodology and tool, and will continue to provide the financial and supervisory community with forward-looking, science-based scenario analysis to help users make climate-aligned financing decisions. RMI will invest in scaling up PACTA’s usability and applicability in day-to-day investment decisions as well as reporting requirements.

Access the full press release here: the coming weeks, we will update this website with additional information. For now, please note that all contact information remains unchanged.