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MEASURING ENERGY TRANSITION (ET) RISK FOR INVESTORS: DEVELOPING AN ENERGY TRANSITION ASSESSMENT FRAMEWORK FOR EQUITIES AND BONDS

Objective

The transition to a low-carbon economy creates financial risk and opportunities. A key barrier for investors in responding to this risk relates to the shortcomings of the current landscape of asset valuation and credit risk models in capturing this financial risk and opportunity. The objective of the project is to develop an Energy Transition (ET) risk and opportunity assessment framework. The objectives of this framework are to help investors and policy makers understand the materiality of energy transition risk and opportunity, help investors assess this materiality for bond and equity portfolios, and engage with investors & policy makers on responding to these risks in order to mobilize capital for sustainable energy investment. The activities focus on seven key industries. The core focus is on building bottom-up databases, Energy transition risk and opportunity scenarios net margin impact models. These outputs will then feed into newly developed equity valuation (developed by Kepler-Cheuvreux) and credit risk models (developed by S&P Capital IQ). The project enables investors and analysts to implement these models into their investment decision-making, either through the assessment framework or directly equity and bond indices developed in the course of the project.

Call for proposal

H2020-EE-2014-2015

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Sub call

H2020-EE-2015-3-MarketUptake

Coordinator

ASSO 2 INVESTING INITIATIVE
Net EU contribution
€ 787 129,51
Address
15 Rue Des Halles
75001 Paris
France

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Region
Ile-de-France Ile-de-France Paris
Activity type
Other
Other funding
€ 0,00

Participants (8)

KEPLER CAPITAL MARKETS SA
France
Net EU contribution
€ 228 066,00
Address
112 Avenue Kleber
75116 Paris

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Region
Ile-de-France Ile-de-France Paris
Activity type
Private for-profit entities (excluding Higher or Secondary Education Establishments)
Other funding
€ 25 340,25
THE CHANCELLOR, MASTERS AND SCHOLARS OF THE UNIVERSITY OF OXFORD
United Kingdom
Net EU contribution
€ 333 750,00
Address
Wellington Square University Offices
OX1 2JD Oxford

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Region
South East (England) Berkshire, Buckinghamshire and Oxfordshire Oxfordshire
Activity type
Higher or Secondary Education Establishments
Other funding
€ 0,00
CARBON TRACKER INITIATIVE LIMITED
United Kingdom
Net EU contribution
€ 133 750,00
Address
40 Bermondsey Street 2nd Floor
SE1 3UD London

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Region
London Inner London — East Lewisham and Southwark
Activity type
Other
Other funding
€ 0,00
THE CO-FIRM GMBH
Germany
Net EU contribution
€ 383 800,00
Address
Veritaskai 3
21079 Hamburg

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SME

The organization defined itself as SME (small and medium-sized enterprise) at the time the Grant Agreement was signed.

Yes
Region
Hamburg Hamburg Hamburg
Activity type
Private for-profit entities (excluding Higher or Secondary Education Establishments)
Other funding
€ 0,00
I4CE - INSTITUTE FOR CLIMATE ECONOMICS
France
Net EU contribution
€ 60 245,49
Address
10 Rue De Penthievre
75008 Paris

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SME

The organization defined itself as SME (small and medium-sized enterprise) at the time the Grant Agreement was signed.

Yes
Region
Ile-de-France Ile-de-France Paris
Activity type
Other
Other funding
€ 0,00
S&P GLOBAL UK LIMITED

Participation ended

United Kingdom
Net EU contribution
€ 0,00
Address
20 Canada Square, Canary Wharf
E14 5LH London
Region
London Inner London — East Tower Hamlets
Activity type
Private for-profit entities (excluding Higher or Secondary Education Establishments)
Other funding
€ 0,00
S&P Global Indices UK Limited

Participation ended

United Kingdom
Net EU contribution
€ 0,00
Address
20 Canada Square
E14 5LH London
Region
London Inner London — East Tower Hamlets
Activity type
Private for-profit entities (excluding Higher or Secondary Education Establishments)
Other funding
€ 0,00
TRUCOST PLC
United Kingdom
Net EU contribution
€ 241 250,00
Address
Chancery Lane 22
WC2A 1LS London

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SME

The organization defined itself as SME (small and medium-sized enterprise) at the time the Grant Agreement was signed.

Yes
Region
London Inner London — West Camden and City of London
Activity type
Private for-profit entities (excluding Higher or Secondary Education Establishments)
Other funding
€ 0,00