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Qontigo integrates Ortec Finance’s climate risk scenarios into Axioma Risk

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Qontigo, a provider of risk, analytics, and index solutions, has partnered with Ortec Finance, a global provider of technology and solutions for risk and return management, to provide climate stress testing capabilities within Qontigo’s Axioma Risk.

With increasing regulatory pressures worldwide, asset managers and asset owners require more robust insights into their exposures to climate risk. Through combining Ortec Finance’s state of the art climate risk-aware economic and financial scenarios with Qontigo’s unique portfolio management and risk analysis solutions, clients can seamlessly translate climate transition scenarios to their portfolios to assess exposure and climate resilience.
Ortec Finance’s Climate MAPS solution translates climate pathways and policy assumptions into their impact on financial variables, such as equity returns at country or sector level, or credit spreads at country level. These financial variables are mapped to the factors in Qontigo’s multi-asset class risk solution to enable top-down climate-informed stress tests. The climate pathways consider both transition and physical risks, and include a range of narratives including Orderly and Disorderly Net-Zero, Failed Transition as well as the NGFS climate scenarios. 

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