HomeRI ResourceMSCIMSCI ESG Research’s Climate Value-at-Risk
Research and White Paper

MSCI ESG Research’s Climate VaR provides insights into the potential climate- stressed market valuation of investment portfolios and downside risks. MSCI ESG Research’s financial modeling approach translates climate-related costs into valuation impacts on companies and their publicly tradable securities. In this way, the Climate VaR framework helps investors to understand the potential climate-related downside risk and/or upside opportunity in their investment portfolios.