Climate Credit Analytics

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Climate Credit Analytics is a first-of-its-kind climate scenario analysis and credit analytics model solution that was developed in collaboration with Oliver Wyman. Climate Credit Analytics helps financial institutions and other market participants assess the impact of a transition to a low-carbon economy and physical risk hazards on the creditworthiness of their corporate exposures - borrowers, counterparties and issuers.

The solution is offered in the below forms:

  • S&P Capital IQ Pro, offering an intuitive user interface, efficient portfolio analysis with workflow capabilities, interactive visuals and dashboards, and an integrated modeling environment.
  • An S&P Global Market Intelligence Excel template where a user can analyze several different scenarios
  • Web services that enable users to integrate with existing workflows

The solution combines S&P Global Market Intelligence's extensive data resources, including company financials, specialized industry data, emissions data, and physical asset risk data from S&P Global Sustainable1, as well as proprietary credit scoring methodologies from Credit Analytics, with Oliver Wyman's leading climate scenarios and stress-testing expertise. Climate Credit Analytics is designed for risk managers, investment professionals, sustainability teams, and others to assess credit risks related to climate change while meeting regulatory expectations.  

Service Provider Information

At S&P Global Market Intelligence, we understand the importance of accurate, deep and insightful information. Our team of experts delivers unrivaled insights and leading data and technology solutions, partnering with customers to expand their perspective, operate with confidence, and make decisions with conviction.

Key Information

Use Cases

  • Run several climate-based scenarios to determine creditworthiness of a company given the transition to a low-carbon economy and physical risk hazards it may face. 
  • Scenario analysis for TCFD reporting
  • Integrate stressed financials into internal rating models
  • Prepare for potential regulator requirements around climate stress tests and financial stability

Benefits

Users will be able to:
  • Search for a counterparty and run climate based scenarios using S&P Global's extensive company and industry specific asset level datasets
  • Adopt a robust methodology developed by Oliver Wyman for the application of climate scenarios
  • Efficiently integrate climate based scenarios using web services with existing workflows
  • View stressed financials and respective credit scores for a single entity or a portfolio
  • Address reporting requirements and incorporate industry standard scenarios such as NGFS or custom scenarios based on carbon tax levels