Alpha-Klima transforms climate and asset data into robust financial metrics, enabling institutions to assess losses, cash-flow impacts, and capital exposure across scenarios and time horizons with decision-grade accuracy.
Translate climate impacts into probabilistic financial outcomes, including expected losses and tail risk, at asset and portfolio level.
Assess the implications of climate risk on capital adequacy, solvency, and balance-sheet resilience under multiple scenarios.
Provide clear, comparable financial insights to support pricing, underwriting, investment, and risk mitigation strategies.
State-of-the-art quantitative models linking physical climate hazards to asset damage, business interruption, and financial loss.
Evaluate financial outcomes across climate pathways, time horizons, and assumptions to support forward-looking decisions.
Generate VaR, Expected Shortfall, loss distributions, and stress indicators tailored for executive and risk committees.
Transparent, traceable results designed to meet internal governance, regulatory scrutiny, and external audit requirements.
Robust quantitative frameworks combine hazard intensity, vulnerability functions, and exposure data to estimate financial losses under uncertainty.
Explore financial outcomes across multiple climate pathways, time horizons, and assumptions to understand uncertainty and stress portfolios under future conditions.
Decision-ready financial indicators such as VaR, Expected Shortfall, and loss distributions, designed to support risk management and executive decisions.
Transparent, traceable methodologies and outputs that support internal governance, regulatory alignment, and audit-ready financial analysis.
Quantify direct damage and indirect business interruption to understand impacts on revenues, costs, and asset value.
Aggregate asset-level risks into portfolio views, capturing diversification effects and systemic exposure.
Support regulatory expectations and internal risk frameworks with consistent, repeatable financial analyses.
