Conning Launches Free Stochastic Climate Scenario Data Set
September 01, 2022
Conning is pleased to announce the release of a free climate stress scenario data set for use in market risk analysis. The files consist of 1,000 stochastic simulations for 48 asset class returns in three currencies (USD, GBP, EUR). These scenarios allow users to perform risk analysis on an asset allocation under different climate scenarios, which can be used to satisfy some aspects of regulatory reporting requirements such as ORSA. Click here to request a login to the Conning Software Documentation Library, where the Climate Risk Scenario Data Set can be downloaded for free.