Overview
Identify and assess security-level risk and return characteristics related to climate change using T-Risk, an energy and carbon transition and physical risk score. Expertly use T-Risk to improve equity portfolios' financial and environmental performance. T-Risk measures the spread of expected returns between two climate scenarios: current policies and an alternative (alternative options follow NGFS Phase III).
Consistently improve portfolios' risk-adjusted return vs. benchmarks. Transition and physical risk data is forward-looking, projectable, and expressed in terms of asset price and return. Rooted in climate science, the model avoids carbon data's weaknesses and meets regulatory requirements for scenario analysis, stress-testing, and disclosure. Patented models enable transparency and protect client IP. Run comparisons using standard scores consistent across assets, regions, and sectors.
Use Cases- Manage climate risk: Identify non-consensus transition risks; assess transition risk across scenarios; build and manage climate-aware portfolios while retaining diversification. Financial product development: Create indices, annuities, and derivatives. Opportunity identification: Support recommendations and validate assumptions based on climate readiness. ESG compliance: Meet scenario modeling and stress-testing requirements for TCFD, EU SFDR Article 8, and U.S. Federal Reserve CSA.
Data Feed Details
Optimize your climate risk management and compliance workflows with a comprehensive solution using T-Risk and T-Risk-derived Smart Climate Scores, including Transition and Physical Risk (carbon-adjusted and unadjusted), Climate Value-at-Risk, and Carbon Intensity. Implement stress testing using scenario options that follow NGFS Phase III, reflecting a broad range of responses to policy and technology variations, and generated for two- and 20-year projections. Perform backtesting on 13+ years of data for ~39,000 global listed equities (small-, mid-, and large-cap) in emerging and developing markets. Carbon-adjusted T-Risk is penalized by a company's Scope 1 and 2 emissions.
Firm Information
Entelligent offers a market-based solution to mitigate the impact of climate change by focusing capital on companies actively managing the transition to a low-carbon economy. Where most providers focus on how companies impact climate, Entelligent analyzes how climate change impacts companies' investor returns. The firm's model predicts performance in a range of future climate scenarios to enable risk management and opportunity identification.
