{
  "docId": "019dd923-5ca1-7489-b639-8827c17e5ed9",
  "docSlug": "41a33bc1bcbb8d0e",
  "documentTitle": "Sustainability Risk Under Solvency II",
  "authorId": "OliverWyman",
  "authorName": "Oliver Wyman",
  "documentKindSlug": "consulting-deck",
  "documentKindLabel": "Consulting deck",
  "sourceTypeSlug": "strategy_consulting",
  "sourceTypeLabel": "Strategy consulting",
  "presentationDate": null,
  "orientation": "landscape",
  "aspectRatio": 1.4,
  "pageNumber": 18,
  "pageCount": 40,
  "prevPage": 17,
  "nextPage": 19,
  "slideType": "appendix_methodology",
  "function": "present_framework",
  "density": "dense",
  "nDataPoints": 0,
  "notes": "The slide explains the methodology for selecting climate scenarios based on existing academic and regulatory standards.",
  "elementsJson": [
    "headline_text",
    "bullet_list",
    "paragraph",
    "callout_box",
    "donut_chart",
    "footnote",
    "screenshot"
  ],
  "metadataConfidence": 1,
  "imagePath": null,
  "slideHref": "/slides/019dd923-5ca1-7489-b639-8827c17e5ed9/18",
  "deckHref": "/decks/019dd923-5ca1-7489-b639-8827c17e5ed9",
  "deckJsonHref": "/decks/019dd923-5ca1-7489-b639-8827c17e5ed9.json",
  "deckAnchorHref": "/decks/019dd923-5ca1-7489-b639-8827c17e5ed9#slide-18",
  "components": [
    {
      "bbox": {
        "h": 0.5,
        "w": 0.45,
        "x": 0.52,
        "y": 0.38
      },
      "kind": "callout",
      "text": "In order to quantify possible impacts, we need to select a scenario from which we choose a relevant set of scenario variables which are benchmarked against current developments.",
      "attrs": null,
      "subkind": "primary",
      "toolName": null,
      "toolSlug": null,
      "confidence": null,
      "componentId": "777000b0-339e-4442-929d-aaacb439a7b8",
      "frameworkName": null,
      "frameworkSlug": null
    },
    {
      "bbox": {
        "h": 0.15,
        "w": 0.35,
        "x": 0.55,
        "y": 0.2
      },
      "kind": "chart",
      "text": "Baseline Energy Mix vs Long-Term Target Mix",
      "attrs": null,
      "subkind": "pie",
      "toolName": null,
      "toolSlug": null,
      "confidence": null,
      "componentId": "950ce014-2f35-4c8d-be8a-2696ee1568c7",
      "frameworkName": null,
      "frameworkSlug": null
    },
    {
      "bbox": {
        "h": 0.1,
        "w": 0.9,
        "x": 0.03,
        "y": 0.88
      },
      "kind": "disclaimer",
      "text": "1. EIOPA-BoS-20/341... 2. See e.g. Guivarch... 3. LIMITS Project Homepage... 4. Typical target concentration...",
      "attrs": null,
      "subkind": null,
      "toolName": null,
      "toolSlug": null,
      "confidence": null,
      "componentId": "8947f08d-4cb2-42e2-9016-ee3ad431a335",
      "frameworkName": null,
      "frameworkSlug": null
    },
    {
      "bbox": {
        "h": 0.08,
        "w": 0.4,
        "x": 0.08,
        "y": 0.75
      },
      "kind": "image",
      "text": "LIMITS project logo and title",
      "attrs": null,
      "subkind": "infographic",
      "toolName": null,
      "toolSlug": null,
      "confidence": null,
      "componentId": "dfa78455-8223-4b47-b081-9f8d5e97485d",
      "frameworkName": null,
      "frameworkSlug": null
    },
    {
      "bbox": {
        "h": 0.15,
        "w": 0.45,
        "x": 0.03,
        "y": 0.35
      },
      "kind": "list",
      "text": "ECB in Financial Stability Review May 2019\nACPR in Analysis et Syntheses\nEIOPA in Financial Stability Report Dec 2019",
      "attrs": null,
      "subkind": "bullet",
      "toolName": null,
      "toolSlug": null,
      "confidence": null,
      "componentId": "8b979446-48ee-4dd8-9d90-dfca524b0010",
      "frameworkName": null,
      "frameworkSlug": null
    },
    {
      "bbox": {
        "h": 0.15,
        "w": 0.45,
        "x": 0.03,
        "y": 0.2
      },
      "kind": "paragraph",
      "text": "Impacts of climate policy are usually studied using complex Integrated Assessment Models (\"IAMs\"). Particular IAM results were used in various quantitative assessments of climate financial risks, such as ECB, ACPR, and EIOPA reports.",
      "attrs": null,
      "subkind": "paragraph",
      "toolName": null,
      "toolSlug": null,
      "confidence": null,
      "componentId": "a5c9b664-2166-4009-ab28-8c68cdf7d5ec",
      "frameworkName": null,
      "frameworkSlug": null
    },
    {
      "bbox": {
        "h": 0.08,
        "w": 0.95,
        "x": 0.03,
        "y": 0.05
      },
      "kind": "title",
      "text": "EXISTING RESEARCH ON CLIMATE POLICY SCENARIOS IS LEVERAGED BY EMPLOYING RESULTS FROM INTEGRATED ASSESSMENT MODELS PROVIDED BY LIMITS",
      "attrs": null,
      "subkind": "headline",
      "toolName": null,
      "toolSlug": null,
      "confidence": null,
      "componentId": "9eab14ab-67b0-4a9a-a628-b6b7e20e3b99",
      "frameworkName": null,
      "frameworkSlug": null
    }
  ],
  "metrics": [],
  "tools": [
    {
      "name": "List presentation",
      "slug": "list-presentation",
      "agent": null,
      "layer": "slide",
      "matchId": "5ac727d3-ba2d-49a4-8d8a-d60638f0e971",
      "evidence": "List/bullet points citing sources",
      "confidence": 0.7
    }
  ],
  "frameworks": [
    {
      "name": "Integrated Assessment Models (IAMs)",
      "slug": null,
      "matchId": "06c695d5-4ad0-4da9-a59a-70ba631e7d52",
      "evidence": "Mentioned as the primary methodology for climate policy scenario construction",
      "confidence": 1
    }
  ],
  "arcBeats": [
    {
      "to": 26,
      "from": 15,
      "beatId": "221fa6ac-441c-422c-bbc9-4bae683be0f0",
      "arcName": "The Consultant's Gambit",
      "arcSlug": "consultants-gambit",
      "beatName": "Evidence & Proof",
      "beatSlug": "consultants-gambit-evidence-proof",
      "evidence": "The deck presents a comprehensive approach to assessing sustainability risk under Solvency II, leveraging established valuation methods and scenario analysis.",
      "position": 2,
      "confidence": 0.8,
      "parentBeatName": "Evidence",
      "parentBeatSlug": "evidence"
    }
  ],
  "loops": [
    {
      "to": 34,
      "from": 14,
      "name": "Cost Of Inaction",
      "slug": "27-cost-of-inaction",
      "bestFor": "Urgent budget requests, compliance, risk mitigation",
      "matchId": "b4206bc7-4536-421f-ad2e-0c9f3509f8df",
      "evidence": "The deck highlights the potential impacts of climate-related risks on Solvency II ratios, emphasizing the importance of proactive risk management.",
      "position": 0,
      "objective": "What are the potential costs of inaction on sustainability risk?",
      "structure": "The Status Quo -> The Hidden Costs Accumulating -> The Future State of Inaction -> The Tipping Point",
      "confidence": 0.7,
      "description": "Quantify what happens if the audience does nothing"
    }
  ],
  "imagePathAlt": null,
  "thumbSrc": null,
  "thumbSrcAlt": null,
  "locked": true
}