ClimFinRisk

Models for the analysis of physical and financial risks linked to geospatial climate exposures. A toolkit for combining IPCC scenario gridded data with bank-balance-sheet and insurance-portfolio exposures.

Source on GitHub →

Sits at the seam between the physical-risk literature (Burke-Hsiang-Miguel temperature work, Carleton et al. 2022 mortality counterfactuals) and the bank-stress-testing world. Aimed at a fact pattern I keep running into: people who need to map a climate scenario down to a specific geographic exposure on a balance sheet, with the spatial granularity good enough to matter and the discount rate transparent enough to defend.

In open development. Aimed eventually at integration with the EffDist transport-network panel so trade-corridor disruption under climate shocks gets first-class treatment.