Use cases

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ESG Risk

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TCFD

Regulatory focus

SFDR Art.8: Measurement of the E / S characteristics
SFDR Art.8: Comparison with a relevant benchmark (if any)
SFDR Art.9: Comparison with a relevant benchmark (if any)
SFDR Art.9: Measurement of the E / S characteristics

Deliverables

Listed equities
Corporate bonds

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Dataset

Licensing options

BYOL: Bring Your Own License

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BYOL: Bring Your Own Licence

Use cases

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Overview

Climate VaR provides insights into the potential climate stressed market valuation of investment portfolios and downside risks. MSCI ESG Research’s financial modeling approach translates climate-related costs into valuation impacts on companies and their publicly tradable securities. In this way, the Climate VaR framework is designed to help investors to understand the potential climate-related downside risk and/or upside opportunity in their investment portfolios.

Key features

Scenario analysis on climate risks and opportunities
Identify optimal low carbon investment projects
Identification of long-term, climate-related impacts for asset allocation, external manager evaluation and regulatory disclosure

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What you'll love about

MSCI

MSCI is a leading provider of critical decision support tools and services for the global investment community. With over 50 years of expertise in research, data and technology, we power better investment decisions by enabling clients to understand and analyze key drivers of risk and return and confidently build more effective portfolios.

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