Indicate whether the organisation carries out scenario analysis and/or modelling, and if it does, provide a description of the scenario analysis (by asset class, sector, strategic asset allocation, etc.).
We assess the risks and opportunities of a decline (or improvement) in environmental and social factors, as well as rules around the governance, for different asset classes and sectors. We aim to understand how the risk/return profile could shift over the next 20 years.
We look at the effect of transition to a 2 degree world for both sectors, and asset classes for strategic asset allocation. This includes looking at an Inevitable Policy Response in 2023 or a slower ramp up of regulations.
Additional information. [OPTIONAL]