See INREV Sustainability module: Appendix 1: Typical ESG-related risks and Value at Risk. Consider both transition and physical risks.
ESG SDDS Wiring-Guide
Estimation of climate related VaR as percentage of total value per portfolio (% of AUM)
Topic: Climate Change - Transition Risks |
Field Level: Vehicle |
Label: climate_change_estimation_climate_related_var_total_value_per_portfolio |
Indicator ID: ESG4.4.7
Industry Mapping:
Definition:
Additional Guidance:
| Data Type | Double |
| Values | 0.00 - 100.00 % |
| Example | 50.00 % |
| Reference Field | Asset data - Based on RAL4.4 (Average climate-related transition risks (low/medium/high)), AL6.1 (Average climate-related physical risks (low/medium/high)) divided by AL1.18 (Market value at the end of the period) |
| INREV Guideline ID | ENV53 |
| INREV Index reference | - |
| External reference | - |
| GDD reference | - |