Build Enterprise Resilience by integrating climate hazards into credit risk analytics and management for real estate and corporate lending. Climanomics translates multi-hazard risks into financial impacts, facilitating the assessment of impacts to mortgages and corporate loans, providing the decision grade tools you need to drive financial decisions with conviction at scale.
Our solutions support underwriting, risk monitoring, resilient lending strategy, stress testing & reporting, feeding into ICAAP and collateral valuations.
Banks must quantify physical climate risks through stress testing. We deliver traceable, auditable assessments with full documentation, enabling asset, sector, and geographic sensitivity analysis to support regulatory compliance and financial stability.
Click the box to reveal key frameworks we support in your region:
EMEA
Americas
Asia-Pacific
Turn climate risk into actionable decisions with our flexible workflow options—expert-led analysis, self-serve platform insights, integrated models, or premium datasets—built for portfolio-wide, decision-ready metrics.
Expert analytical services to deepen climate insight
Share your loan book or investment portfolio with our Research & Analytics team to deliver a report on physical risk, transition risk, or bespoke analysis using our suite of climate financial risk models.
Self-service platform to model your own data
Upload geographic data from your real estate loan book or investment portfolio to our Climanomics platform to generate location-based physical and transition risk metrics.
End-to-end financial risk integration
Add loan book or investment portfolio data into our Climate Credit Analytics (CCA) model for corporate loans or Climate RiskGauge (CRG) for mortgage loans and other niche exposures.
Feed solutions and integration into CIQ Pro
Leverage best-in-class physical and transition risk datasets to measure asset- and borrower-level climate risk metrics—integrate via data feeds into your systems, or upload loan book and portfolio data into CIQ Pro.
Increase decision value by quantifying insurance-adjusted collateral risk, modelling full loss distributions, and pinpointing property-level flood/event severity—enabling tighter portfolio steering, stronger disclosures and resilient capital planning.
Integrate asset-level climate risk analytics into real estate credit to sharpen LGD, pricing, LTVs and resilience—turning stress tests into actionable underwriting decisions. Read our case study.
We enable three main personas to translate climate signals into financial impact andmake decisions with conviction:
Insurance-adjusted collateral risk (U.S./Canada)
Quantify insured vs. uninsured loss at postal-code granularity to reveal the protection gap. Improve collateral NPV, refine LGD assumptions, and identify underinsurance hotspots to adjust pricing, covenants, and origination appetite.
Stress testing that captures the full loss distribution
Use multi–return-period loss estimates to move beyond single-scenario analysis. Capture frequent loss drag and rare catastrophe shocks, improving sensitivity testing, concentration limits, and capital planning aligned to supervisory expectations.
Building-scale flood and absolute magnitude for all hazards
Apply 30m resolution flood depths and Absolute Magnitude event logic to pinpoint exposure at property level. Differentiate “bad weather” from climate-driven change, enabling credible baseline-versus-future gap analysis for ECB/Fed-style exercises.
Talk with our climate risk specialists to quantify portfolio impacts, align with supervisors, and integrate decision-ready metrics into workflows. Fill in our form to connect and explore our solutions through demos and samples.
