SMART CLIMATE® T-RISK®

Elevate the future impact of climate change on company performance for risk management and opportunity identification applications.

T-Risk is a directional score that estimates the return spread (and ratio) for nearly 40,000 global equities between business as usual (BAU) and an alternative scenario (including all 4 current NGFS Phase III scenarios). Identify securities or build portfolios likely to generate greater returns in a low-carbon future. Analyze carbon factors after T-Risk scores are calculated, supplementing company self-reported data, to yield carbon-adjusted T-Risk.

Applications include: Climate risk management (e.g., portfolio optimizations and risk measurement); climate product creation (e.g., annuities, indexes, derivatives); compliance and disclosure commitments (including TCFD, AOA and FCA).

Schema/Tables include:
etl_v1.etl_factset_id_map
etl_v1.etl_sec_entity_hist
etl_v1.etl_t_risk_ms
etl_V1.etl_t_risk_ss

Sample Fields include:
etl_t_date
etl_scenario
etl_time_of_departure
etl_proper_name
etl_ticker_region
etl_t_risk
etl_t_score
etl_t_risk_carbon_adjusted
etl_t_score_carbon_adjusted