The leading knowledge platform for the financial technology industry
The leading knowledge platform for the financial technology industry

A-Team Insight Blogs

S&P Global Market Intelligence and Oliver Wyman Collaborate on Climate Credit Analytics

S&P Global Market Intelligence and management consultancy Oliver Wyman have collaborated to deliver Climate Credit Analytics, a sustainability solution designed to help financial institutions and corporations assess how transition to a low-carbon economy will impact the creditworthiness of their counterparties and investments. UBS will be the first European-headquartered bank to use Climate Credit Analytics for transition risk assessment.

The solution translates climate scenarios into scenario adjusted financials and scores at the company level by combining S&P Global Market Intelligence’s Credit Analytics risk models and datasets with Oliver Wyman’s climate scenario and stress testing expertise. It covers more than 700,000 public and private companies across all non-financial sectors of the global economy and comprises carbon intensive sector specific models, such as airlines, automotive manufacturing, metals and mining, oil and gas, and power generation.

The models should help clients understand the impact of climate change on financial exposures, including for climate stress testing and reporting in line with the requirements of the Task Force on Climate-related Financial Disclosures (TCFD).

Specific S&P Global datasets used in the models include:

  • Financials and industry-specific data from S&P Global Market Intelligence, including oil and gas, coal production, airline passenger volumes, and electricity capacity
  • Quantitative credit scoring methodologies from Credit Analytics, S&P Global Market Intelligence’s credit and counterparty risk solution
  • Company-level greenhouse gas emissions and environmental impact data from S&P Global Trucost.

Liselotte Arni, UBS portfolio underwriter for sustainability and climate risk, says: “Partnerships such as this one that bring together the best of capabilities across data, methodologies, and analytics are critical for furthering our understanding of climate-related financial risk.”

Related content


Recorded Webinar: Evolution of data management for the buy-side 2021

The buy-side faced a barrage of regulation in 2020 and is now under pressure to make post-Brexit adjustments and complete LIBOR transition by the end of 2021. To ensure compliance and ease the burden of in-house data management, many firms turned to outsourcing and managed services. But there is more to come, as buy-side firms...


2021 Predictions: Change is Afoot

By Marc Murphy, CEO, Fenergo. It almost feels like the financial industry went to bed in March 2020 and woke up in 2030. Prior to the pandemic, financial institutions had been falling behind when it came to digital transformation, only increasing resources when absolutely necessary. But now, the pandemic has forced financial institutions to make...


Virtual Briefing: ESG Data Management – A Strategic Imperative

This briefing will explore challenges around assembling and evaluating ESG data for reporting and the impact of regulatory measures and industry collaboration on transparency and standardisation efforts. Expert speakers will address how the evolving market infrastructure is developing and the role of new technologies and alternative data in improving insight and filling data gaps.


Entity Data Management Handbook – Seventh Edition

Sourcing entity data and ensuring efficient and effective entity data management is a challenge for many financial institutions as volumes of data rise, more regulations require entity data in reporting, and the fight again financial crime is escalated by bad actors using increasingly sophisticated techniques to attack processes and systems. That said, based on best...