Our Services

Climate Value-at-Risk data subscriptions : Protect your portfolio from downside risk and optimize your performance.

Carbon foot printing services : The most comprehensive portfolio footprinting on carbon emissions & energy use.

Compliance & reporting support : Our specialists can help you with upcoming risk disclosure requirements.

Customized Consulting : Prepare your company for climate change with our tailored IT support.

Methodology

CARBON DELTA's research is used to understand company-level risks brought about by the impacts of future climate change. We calculate the economic effects of climate change on the underlying business model of thousands of companies by developing a detailed analysis on emission reduction requirements defined in forthcoming regulations, technology opportunities and changing physical climate conditions onto company activities.

Climate Value-at-Risk

All climate risk factors are expressed as quantified costs or revenues for each climate change scenario. The effect on a company’s related securities are then computed using standard financial valuation models. The relative change in asset price presents a worst case drawdown under the given scenario and is called Climate Value-at-Risk. It presents the maximum simulated drawdown of the underlying security. Future costs are modelled 15 years into the future.

Data

The models we have developed integrate a wide spectrum of data, including:

•     financial data like sales figures and security prices,
•     macroeconomic statistics,
•     future greenhouse gas (GHG) price estimates,
•     a comprehensive company production location database,
•     scientific climate data and
•     internet research data.

CARBON DELTA uses a large set of over 50 different data sources. This includes publicly available as well as proprietary data. We utilize data from some of the most reputable climate and economic research institutes in the world. When possible, CARBON DELTA uses third-party verified, high-quality datasets.

Asset Classes

•     20,000 companies
•     60,000 securities
•     Equities and corporate bonds
•     Aggregation across many asset classes

Model Scenarios