Jonas Mohamed Osman AbdelghafourQuantica Risk Modelling

By Jonas Mohamed Osman Abdelghafour

Climate Risk Modelling Library

Climate risk modelling requires more than generic ESG commentary. It needs credible data, scenario analysis, disciplined validation, honest treatment of uncertainty and clear governance. This library collects Jonas Mohamed Osman Abdelghafour's professional notes across physical risk, transition risk, banking risk, insurance risk, model validation and AI risk governance.

Explore by topic

Physical riskFlood, wind, heat, wildfire, drought, coastal.Browse Transition riskPolicy, carbon price, technology, demand shocks.Browse Data sourcesHazard, exposure, macro and sector data.Browse Calibration & validationValidation, backtesting, uncertainty, governance.Browse Banking climate riskPD, LGD, ECL, ICAAP, ILAAP climate overlays.Browse Insurance climate riskUnderwriting, reserves, ORSA, NatCat.Browse Scenario analysisNGFS pathways and bespoke narratives.Browse NatCat & hazardCatastrophe exposure, accumulation and extremes.Browse AI for climate riskAI governance, explainability and model risk.Browse

Featured research

Foundational notes on end-to-end climate risk modelling.

Climate Risk Modelling

Climate Risk Modelling: From Scenario Narratives to Quantified Financial Loss

Explains how climate narratives are converted into risk factors, exposures, shocks, losses, and capital metrics.

Physical Climate Risk

Physical Risk Modelling for Banks and Insurers

Covers flood, wind, heat, wildfire, drought, and coastal risk modelling for credit, insurance, and market portfolios.

Transition Risk

Transition Risk Modelling: Policy, Carbon Price, Technology and Demand Shocks

Shows how climate transition pathways affect sectors, balance sheets, asset values, credit risk, and profitability.

Scenario Analysis

NGFS Scenarios in Climate Risk Modelling

Explains how NGFS scenarios can be mapped to macroeconomic variables, sector pathways, and financial risk models.

Climate Risk Modelling

Climate Risk Governance: From Scenario Analysis to Board Decisions

How climate scenario analysis becomes a governed decision process — ownership, risk appetite, challenge, disclosure and board-level accountability.

All research notes

56 articles

Categories: Climate Risk Modelling · Physical Climate Risk · Transition Risk · Climate Data Sources · Calibration & Validation · Banking Climate Risk · Insurance Climate Risk · Scenario Analysis · NatCat & Hazard Modelling · Climate Stress Testing · AI for Climate Risk