By Jonas 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 Osman Abdelghafour's professional notes across physical risk, transition risk, banking risk, insurance risk, model validation and AI risk governance.
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Featured research
Foundational notes on end-to-end 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 RiskPhysical Risk Modelling for Banks and Insurers
Covers flood, wind, heat, wildfire, drought, and coastal risk modelling for credit, insurance, and market portfolios.
Transition RiskTransition 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 AnalysisNGFS Scenarios in Climate Risk Modelling
Explains how NGFS scenarios can be mapped to macroeconomic variables, sector pathways, and financial risk models.
Climate Risk ModellingClimate 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
36 articles- Climate Risk Modelling: From Scenario Narratives to Quantified Financial Loss
Climate Risk Modelling · 12 min read
- Physical Risk Modelling for Banks and Insurers
Physical Climate Risk · 11 min read
- Transition Risk Modelling: Policy, Carbon Price, Technology and Demand Shocks
Transition Risk · 10 min read
- NGFS Scenarios in Climate Risk Modelling
Scenario Analysis · 9 min read
- Climate Risk Data Sources for Europe
Climate Data Sources · 8 min read
- Flood Risk Modelling: Hazard, Exposure, Vulnerability and Loss
Physical Climate Risk · 11 min read
- Windstorm Risk Modelling for Insurance and Banking Portfolios
NatCat & Hazard Modelling · 10 min read
- Heat Risk Modelling for Mortality, Productivity and Credit Risk
Physical Climate Risk · 9 min read
- Drought Risk Modelling for Agriculture, Energy and Insurance
Physical Climate Risk · 9 min read
- Wildfire Risk Modelling: Exposure, Ignition, Spread and Loss
NatCat & Hazard Modelling · 10 min read
- Coastal Flooding and Sea-Level Rise Risk Modelling
Physical Climate Risk · 10 min read
- Climate Vulnerability Functions: The Bridge Between Hazard and Loss
Calibration & Validation · 9 min read
- Climate Model Validation and Assumption Governance
Calibration & Validation · 8 min read
- Backtesting Climate Risk Models When Historical Data Is Limited
Calibration & Validation · 9 min read
- Uncertainty in Climate Risk Modelling
Calibration & Validation · 8 min read
- Climate Stress Testing for Banks
Banking Climate Risk · 12 min read
- Climate Stress Testing for Insurers
Insurance Climate Risk · 11 min read
- Climate Risk and IFRS 9 Expected Credit Loss
Banking Climate Risk · 10 min read
- Climate Risk and Solvency II ORSA
Insurance Climate Risk · 10 min read
- Climate Risk and ICAAP/ILAAP
Banking Climate Risk · 10 min read
- Climate Risk in Real Estate and Mortgage Portfolios
Banking Climate Risk · 10 min read
- Climate Risk in Corporate Credit Portfolios
Banking Climate Risk · 10 min read
- Sector-Level Transition Risk: Energy, Transport, Real Estate and Manufacturing
Transition Risk · 9 min read
- Carbon Price Shock Modelling
Transition Risk · 9 min read
- Climate Risk and Asset Valuation
Scenario Analysis · 9 min read
- Climate Risk Aggregation Across Portfolios
Climate Risk Modelling · 9 min read
- Spatial Correlation in Climate Risk Models
NatCat & Hazard Modelling · 8 min read
- Managing Extreme Climate and Catastrophe Risk
Calibration & Validation · 10 min read
- Dependency Risk and Multi-Peril Climate Aggregation
Calibration & Validation · 10 min read
- AI and Machine Learning for Climate Risk Modelling
AI for Climate Risk · 11 min read
- Explainable AI for Climate Risk Governance
AI for Climate Risk · 9 min read
- Climate Risk Data Governance and Model Assurance
Climate Data Sources · 10 min read
- Exposure Mapping for Climate Risk
Climate Data Sources · 9 min read
- Climate Risk Dashboards for Executives and Boards
Climate Risk Modelling · 8 min read
- Climate Risk Model Governance Framework
Calibration & Validation · 9 min read
- Climate Risk Governance: From Scenario Analysis to Board Decisions
Climate Risk Modelling · 13 min read
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