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Climate-adjusted Probability of Defaults (PDs)

Data source provider

Entity

Use cases

Financial stability monitoring, Investment and lending decisions

Data group

Others

Metric Type

Combined metrics

Methodology/ Standard / Classification/ Taxonomy / Reference

Not applicable

Unit (e.g. CO2)

Climate Risk / ESG Score rating

Dimension (e.g. Sector, Customer)

By Loan purpose

Time horizon 

Backward-looking

Frequency

Not available

Time series

Not available

Accessibility

Not available

Observation on data availability/gaps

Data is not readily available, requires methodology to model climate risk and embed this into the PDs of customers or counterparties.

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