Where does your climate risk capability stand?
Supervisors no longer ask whether you analyse climate risk; they ask whether it is integrated into risk management and decisions. Score twenty statements in about 15 minutes and see which rung of the Climate Risk Decision Ladder you stand on, and the next one worth climbing.
Twenty statements, five rungs
Rate each statement from 0 to 3 with your risk team, from Exposure to Steering.
Your ladder position, instantly
Your score on each rung, where you stand and the priority move. A rung counts at 9 of 12, provided every rung below it also counts.
Recommendations by email
Statement-level gaps with a specific action for each, a 12-month sequence, what applies to your institution type, and a recommended starting point.
Which best describes your institution?
Statements refer to credit metrics for banks, technical pricing and reserving for insurers, and valuation for investors. Answer for the parts that apply to you.
Your answers stay in your browser until you choose to send them.
Do you know where climate risk sits?
Physical hazard exposure (flood, heat, drought, storm, wildfire) is mapped at asset or counterparty location level for material portfolios.
Transition exposure is segmented by sector and technology, not only by broad industry codes.
Exposure data is refreshed on a defined cycle and covers an agreed share of relevant portfolios.
Concentrations of climate exposure are reported to the relevant risk committee.
Do you know who is actually at risk?
Counterparty or asset sensitivity (adaptive capacity, insurance cover, transition plans) is assessed, not only gross exposure.
At least two coherent scenarios (e.g., NGFS orderly / disorderly / current policies) are applied to material portfolios.
Scenario horizons are matched to asset and liability tenors, not only to the planning cycle.
Results distinguish exposures to support through transition from exposures to reduce.
Can you express climate in financial terms?
Climate factors feed quantified adjustments to credit metrics (PD/LGD), technical pricing, or valuations for at least one material segment.
The financial translation method is documented, with assumptions and limitations stated.
Climate-adjusted results are reconciled against baseline figures so the delta is explicit.
Thresholds define when climate effects must enter impairment, reserving, or capital discussions.
Is climate wired into your risk architecture?
Risk appetite contains quantitative climate metrics, limits or triggers, not only qualitative statements.
Climate is integrated in ICAAP / ORSA (or equivalent) through a documented, repeatable process.
Model governance covers climate methodologies: validation, change control and audit trail.
Regulatory disclosures and internal risk reporting are produced from the same underlying analysis.
Does climate analysis change decisions?
There are documented cases where climate analysis changed an origination, underwriting or investment decision.
Terms or pricing reflect climate risk where the methodology supports it.
Portfolio strategy (allocation, limits, client engagement) uses climate signals on a defined cadence.
Front-line teams can access and interpret climate analysis without depending on a central specialist.
Download your results and recommendations
- Priority actions for each statement holding you below the next rung
- The R2→R3 bridge: the failure modes to avoid when moving to financial numbers
- A 12-month sequence, and what applies to your institution type
- A recommended starting point, and your full answers on record
Thank you. We have your results and will email your report, with a link to pay, within one working day.
Review your results with a senior practitioner
A 30-minute call to compare your results with supervisory expectations. We will tell you which starting point fits, or whether you need outside support at all.
Book a callWhat the Climate Risk Decision Ladder adds to the standards you already follow
- NGFS scenarios define common pathways; the ladder adds the selection of decision-relevant scenarios per portfolio and horizon (R2).
- FINMA Circular 2026/1, the EBA ESG risk guidelines and the ECB guide set expectations; the ladder adds the sequence: which capability must exist before the next is credible (R1–R4).
- BCBS principles and IFRS S2 set principles for risk management and disclosure; the ladder links disclosure outputs back to the risk engine (R4).
- UNEP FI and industry pilot methods publish approaches to scenario-adjusted PD/LGD and technical pricing; the ladder adds a pragmatic two-segment route to financial translation (R3).
Edition November 2026. Self-assessed results are general guidance, not regulatory, legal or investment advice. Regulatory references reflect the status known to Artamis in November 2026; confirm current requirements for your jurisdiction and entities. Artamis does not sell a proprietary climate data platform; hazard and transition data come from public sources (e.g., NGFS, Copernicus, WRI Aqueduct) or providers you already license. R3 work is co-built with your model owners, and R5 is a target state.
Prefer to talk it through first?
Bring your results, or your questions, to a 30-minute conversation. We will tell you where to start.