By Jonas Osman
Climate risk modelling requires more than generic ESG commentary. It needs hazard-level data, scenario design, exposure mapping, vulnerability functions, calibration, validation, uncertainty testing, and clear governance. This library collects Jonas Osman's research notes and modelling frameworks across physical risk, transition risk, financial impact modelling, insurance loss modelling, and regulatory climate stress testing.
Foundational notes by Jonas Osman on end-to-end climate risk modelling.
By Jonas Osman
Explains how climate narratives are converted into risk factors, exposures, shocks, losses, and capital metrics.
By Jonas Osman
Covers flood, wind, heat, wildfire, drought, and coastal risk modelling for credit, insurance, and market portfolios.
By Jonas Osman
Shows how climate transition pathways affect sectors, balance sheets, asset values, credit risk, and profitability.
By Jonas Osman
Explains how NGFS scenarios can be mapped to macroeconomic variables, sector pathways, and financial risk models.
By Jonas Osman
Presents a full architecture from data ingestion to scenario design, calibration, loss modelling, validation, reporting, and governance.
36 articles
By Jonas Osman
Explains how climate narratives are converted into risk factors, exposures, shocks, losses, and capital metrics.
By Jonas Osman
Covers flood, wind, heat, wildfire, drought, and coastal risk modelling for credit, insurance, and market portfolios.
By Jonas Osman
Shows how climate transition pathways affect sectors, balance sheets, asset values, credit risk, and profitability.
By Jonas Osman
Explains how NGFS scenarios can be mapped to macroeconomic variables, sector pathways, and financial risk models.
By Jonas Osman
Reviews public and institutional data sources for European climate risk, including hazard, exposure, macro, sector, and insurance data.
By Jonas Osman
Explains flood maps, return periods, depth-damage curves, insured loss modelling, and validation.
By Jonas Osman
Covers wind hazard intensity, spatial correlation, vulnerability curves, event sets, and portfolio loss aggregation.
By Jonas Osman
Links heat stress to health impacts, labour productivity, operational disruption, real estate, and credit quality.
By Jonas Osman
Covers drought indicators, crop stress, hydropower impacts, food supply chains, and insurance loss modelling.
By Jonas Osman
Explains wildfire risk components and their relevance for property, insurance, mortgage and infrastructure portfolios.
By Jonas Osman
Covers coastal exposure, storm surge, sea-level pathways, property valuation, and infrastructure risk.
By Jonas Osman
Explains how vulnerability curves convert hazard intensity into damage ratios, losses, and financial impacts.
By Jonas Osman
Describes how climate risk models should document data sources, fitted parameters, expert overrides, and validation evidence.
By Jonas Osman
Discusses proxy backtesting, event validation, sensitivity testing, stress testing, and benchmarking.
By Jonas Osman
Covers scenario uncertainty, model uncertainty, parameter uncertainty, data gaps, and governance treatment.
By Jonas Osman
Explains how climate shocks flow into PD, LGD, EAD, collateral values, income, liquidity, and capital planning.
By Jonas Osman
Covers underwriting risk, reserve risk, asset risk, reinsurance, catastrophe losses, and ORSA climate scenarios.
By Jonas Osman
Shows how climate scenarios can affect macro overlays, staging, PD term structures, LGD, and provision sensitivity.
By Jonas Osman
Explains climate scenario design, underwriting impacts, asset impacts, capital planning, and board-level ORSA reporting.
By Jonas Osman
Explains how climate scenarios can be embedded into ICAAP, liquidity stress testing, concentration risk, and capital adequacy.
By Jonas Osman
Covers flood, heat, energy efficiency, collateral value, EPC data, mortgage risk, and regional concentration.
By Jonas Osman
Explains sector pathways, emissions intensity, transition vulnerability, credit rating migration, and default risk.
By Jonas Osman
Reviews sector sensitivities to carbon pricing, regulation, technology substitution, and demand changes.
By Jonas Osman
Explains how carbon price pathways affect operating costs, margins, creditworthiness, and equity valuation.
By Jonas Osman
Shows how climate shocks can affect equity, bonds, property, infrastructure, credit spreads, and liquidity premia.
By Jonas Osman
Covers aggregation across geography, asset class, counterparty, hazard type, and scenario horizon.
By Jonas Osman
Explains why location dependence matters for flood, wind, heat, wildfire, and portfolio concentration.
By Jonas Osman
Introduces POT/GPD, extreme loss modelling, tail dependence, and climate stress testing.
By Jonas Osman
Explains Gaussian, Student-t and non-linear dependence structures for climate and financial risk aggregation.
By Jonas Osman
Explains how AI can support hazard classification, exposure mapping, loss estimation, scenario generation, and documentation.
By Jonas Osman
Covers explainability, audit trails, model documentation, validation, and governance controls.
By Jonas Osman
Describes ingestion, cleaning, geocoding, hazard mapping, exposure linking, validation, and reporting layers.
By Jonas Osman
Explains how assets, properties, counterparties, facilities, and insured locations can be mapped to hazard layers.
By Jonas Osman
Shows how technical climate model outputs can be translated into decision-useful KPIs, heatmaps, and risk appetite metrics.
By Jonas Osman
Defines governance roles, model inventory, limitations, validation cycles, change control, and approval workflows.
By Jonas Osman
Presents a full architecture from data ingestion to scenario design, calibration, loss modelling, validation, reporting, and governance.
A structured, governed workflow by Jonas Osman.
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.