An investor guide to climate risk assessment, in response to the TCFD

Vivid Economics authored the UNEP-FI’s flagship report Changing Course, which laid out the experience of 20 investors in using scenario analysis as part of their climate related financial disclosure. The report summarised the analytic approach and outputs used by the participating investors, alongside a set of case studies prepared by those investors to document their experience in specific areas, including strategic asset allocation, risk management and security selection. It also included a deep dive on real estate investments. The report serves as preliminary guidance to investors interested in using scenario analysis, and includes an overview and comparison of existing scenario analysis methodologies across 14 providers, documenting gaps and areas for future improvement.

Date: May 2019

Client

United Nations Environment Programme Finance Initiative

Sectors:

Finance

Capabilities:

Trade, Investment & Competitiveness

Regions:

Africa
Australia
Central & South Asia
East Asia & Pacific
Europe
Latin America & Caribbean
North America
UK