Estimation of climate related VaR as percentage of total value per portfolio (% of AUM)
Definition:
See INREV Sustainability module: Appendix 1: Typical ESG-related risks and Value at Risk. Consider both transition and physical risks.
| 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 | - |