How can XDI help?
- Assess climate risk in sovereign and sub-sovereign bonds
- Set investment strategies using a single, global dataset
- Deep dive on high risk exposures to inform portfolio composition
Using XDI’s Gross Domestic Climate Risk Dataset, the client was able to benchmark the relative physical climate risk inherent in each sovereign and sub-sovereign issuer.
The use of XDI’s database avoided the client needing to provide information for each issuer individually, reducing implementation time and pressure on analyst teams.
Having established the issuer profiles within the client’s portfolios, XDI provided tailored access to its GDCR database. The client was able to identify hotspots of climate risk and areas of the portfolio where further analysis would be needed.
Metrics provided to the client included:
- Aggregate Damage Ratio per sub-region
- Average Damage Ratio per sub-region
Outputs from the analysis were provided in a tabular format allowing the client to perform its required benchmarking analysis.
XDI’s independent analysis of sovereign portfolios allowed the asset manager to establish a baseline of risk. By identifying higher risk issuers, it was able to explore future strategies for portfolio composition.
Secure, assurable results
Delivered how you need it
By physical climate risk specialists
Asset management: Benchmark fixed income portfolios
Banking: Stress testing and scenario analysis
Asset management: Stewardship of equity and debt portfolios
Asset management: Climate resilience strategies for real asset portfolios
Banking: Reporting and disclosure
Asset finance: Due diligence
Commercial banking: Analyse your commercial property portfolio
Corporate Lending - Analyse your corporate lending portfolio
Retail banking - Analyse your residential mortgage portfolio
Our vision is not just to identify physical climate risks, but to mitigate them.
XDI can help you develop business plans for adaptation, helping you move from risk to resilience.
Talk to us today to find out more.