Climate-adjusted Probability of Defaults (PDs)

Data source provider

Moody's

Use cases

Financial stability monitoring, Investment and lending decisions

Data group

Others

Metric Type

Combined metrics

Methodology/ Standard / Classification/ Taxonomy / Reference

Network of Central Banks and Supervisors for Greening the Financial System (NGFS)

Unit (e.g. CO2)

Climate Risk / ESG Score rating

Dimension (e.g. Sector, Customer)

By Entity

Time horizon

Backward-looking

Link

https://www.moodys.com/web/en/us/insights/climate-risk/quantifying-the-impact-of-climate-on-corporate-credit-risk.html

Frequency

Not available

Time series

Not available

Accessibility

Proprietary

Observation on data availability/gaps

This analysis models Moody’s probability of default arising from climate-related physical and transition risks across the Company’s portfolio under different climate scenarios.