Foundational notes by Jonas Osman Abdelghafour on end-to-end climate risk modelling.
By Jonas Osman Abdelghafour
Explains how climate narratives are converted into risk factors, exposures, shocks, losses, and capital metrics.
By Jonas Osman Abdelghafour
Covers flood, wind, heat, wildfire, drought, and coastal risk modelling for credit, insurance, and market portfolios.
By Jonas Osman Abdelghafour
Shows how climate transition pathways affect sectors, balance sheets, asset values, credit risk, and profitability.
By Jonas Osman Abdelghafour
Explains how NGFS scenarios can be mapped to macroeconomic variables, sector pathways, and financial risk models.
By Jonas Osman Abdelghafour
How climate scenario analysis becomes a governed decision process — ownership, risk appetite, challenge, disclosure and board-level accountability.
36 articles
By Jonas Osman Abdelghafour
Explains how climate narratives are converted into risk factors, exposures, shocks, losses, and capital metrics.
By Jonas Osman Abdelghafour
Covers flood, wind, heat, wildfire, drought, and coastal risk modelling for credit, insurance, and market portfolios.
By Jonas Osman Abdelghafour
Shows how climate transition pathways affect sectors, balance sheets, asset values, credit risk, and profitability.
By Jonas Osman Abdelghafour
Explains how NGFS scenarios can be mapped to macroeconomic variables, sector pathways, and financial risk models.
By Jonas Osman Abdelghafour
Reviews public and institutional data sources for European climate risk, including hazard, exposure, macro, sector, and insurance data.
By Jonas Osman Abdelghafour
Explains flood maps, return periods, depth-damage curves, insured loss modelling, and validation.
By Jonas Osman Abdelghafour
Covers wind hazard intensity, spatial correlation, vulnerability curves, event sets, and portfolio loss aggregation.
By Jonas Osman Abdelghafour
Links heat stress to health impacts, labour productivity, operational disruption, real estate, and credit quality.
By Jonas Osman Abdelghafour
Covers drought indicators, crop stress, hydropower impacts, food supply chains, and insurance loss modelling.
By Jonas Osman Abdelghafour
Explains wildfire risk components and their relevance for property, insurance, mortgage and infrastructure portfolios.
By Jonas Osman Abdelghafour
Covers coastal exposure, storm surge, sea-level pathways, property valuation, and infrastructure risk.
By Jonas Osman Abdelghafour
Explains how vulnerability curves convert hazard intensity into damage ratios, losses, and financial impacts.
By Jonas Osman Abdelghafour
How assumptions in climate risk models should be owned, evidenced, challenged and reviewed so that outputs withstand independent validation.
By Jonas Osman Abdelghafour
Discusses proxy backtesting, event validation, sensitivity testing, stress testing, and benchmarking.
By Jonas Osman Abdelghafour
Covers scenario uncertainty, model uncertainty, parameter uncertainty, data gaps, and governance treatment.
By Jonas Osman Abdelghafour
Explains how climate shocks flow into PD, LGD, EAD, collateral values, income, liquidity, and capital planning.
By Jonas Osman Abdelghafour
Covers underwriting risk, reserve risk, asset risk, reinsurance, catastrophe losses, and ORSA climate scenarios.
By Jonas Osman Abdelghafour
Shows how climate scenarios can affect macro overlays, staging, PD term structures, LGD, and provision sensitivity.
By Jonas Osman Abdelghafour
Explains climate scenario design, underwriting impacts, asset impacts, capital planning, and board-level ORSA reporting.
By Jonas Osman Abdelghafour
Explains how climate scenarios can be embedded into ICAAP, liquidity stress testing, concentration risk, and capital adequacy.
By Jonas Osman Abdelghafour
Covers flood, heat, energy efficiency, collateral value, EPC data, mortgage risk, and regional concentration.
By Jonas Osman Abdelghafour
Explains sector pathways, emissions intensity, transition vulnerability, credit rating migration, and default risk.
By Jonas Osman Abdelghafour
Reviews sector sensitivities to carbon pricing, regulation, technology substitution, and demand changes.
By Jonas Osman Abdelghafour
Explains how carbon price pathways affect operating costs, margins, creditworthiness, and equity valuation.
By Jonas Osman Abdelghafour
Shows how climate shocks can affect equity, bonds, property, infrastructure, credit spreads, and liquidity premia.
By Jonas Osman Abdelghafour
Covers aggregation across geography, asset class, counterparty, hazard type, and scenario horizon.
By Jonas Osman Abdelghafour
Explains why location dependence matters for flood, wind, heat, wildfire, and portfolio concentration.
By Jonas Osman Abdelghafour
How institutions govern extreme climate and catastrophe exposure — tolerance setting, stress testing, reinsurance and capital implications.
By Jonas Osman Abdelghafour
Why climate perils do not diversify as portfolio models assume, and what dependency risk means for aggregation, capital and risk appetite.
By Jonas Osman Abdelghafour
Explains how AI can support hazard classification, exposure mapping, loss estimation, scenario generation, and documentation.
By Jonas Osman Abdelghafour
Covers explainability, audit trails, model documentation, validation, and governance controls.
By Jonas Osman Abdelghafour
Why climate data quality, lineage, ownership and control standards determine whether climate risk output is usable for capital and disclosure.
By Jonas Osman Abdelghafour
Explains how assets, properties, counterparties, facilities, and insured locations can be mapped to hazard layers.
By Jonas Osman Abdelghafour
Shows how technical climate model outputs can be translated into decision-useful KPIs, heatmaps, and risk appetite metrics.
By Jonas Osman Abdelghafour
Defines governance roles, model inventory, limitations, validation cycles, change control, and approval workflows.
By Jonas Osman Abdelghafour
How climate scenario analysis becomes a governed decision process — ownership, risk appetite, challenge, disclosure and board-level accountability.
A structured, governed workflow by Jonas Osman Abdelghafour.
Modular engines that make up an end-to-end climate risk platform.
Physical hazard intensity, event sets, and return periods across perils.
Assets, counterparties, locations, and facilities mapped to hazard layers.
Damage functions linking hazard intensity to asset-level loss ratios.
Event, annual, and scenario loss aggregation across portfolios.
NGFS and bespoke pathways translated into risk factors and shocks.
Translation of shocks into PD, LGD, valuation, reserves, and capital.
Backtesting, sensitivity, benchmarking, and expert challenge.
KPIs, dashboards, and disclosures for executives, boards, and supervisors.