Climate Scenario Analysis
IFRS S2.22XBRL-Tagged🇬🇩 Grenada1.5°C · 2°C · >3°C warming scenarios · ECL impact · Asset valuation · Climate-Informed Lending for CDB & GDB
XBRL
XBRL-Tagged Output
Machine-readable by CDB, IMF & ISSB · Standards: IFRS S2.22 · IFRS 9 ECL · TCFD · NGFS Scenarios
IFRS S2.22IFRS 9 ECLTCFDNGFS Scenarios
Portfolio Value for Analysis
USD 1MUSD 200M
USD 47.8M
Portfolio value
ifrs_s2:IFRS_S2(USD)
+14.8%
Climate-Adjusted ECL
USD 7.07M additional loss
gcbt:GCBT(/100)
-9.4%
Asset Devaluation
USD 4.49M value at risk
ifrs_s2:IFRS_S2(%)
23%
Portfolio at Risk
USD 11.0M exposed
ifrs_s2:IFRS_S2
2°C
Scenario Applied
IFRS S2.22 compliant
Expected Credit Loss — Scenario Comparisonifrs_s2:IFRS_S2(USD)
- 1.5°C
- 2°C
- >3°C
Asset Valuation Index (Base 100)
- 1.5°C
- 2°C
- >3°C
Sector-Level ECL Impact — All Scenarios% increase over baseline
- 1.5°C
- 2°C
- >3°C
Climate-Informed Lending Summary — For CDB & GDBLender View
1.5°C Pathway
ECL Increase+4.2%
Asset Devaluation-2.1%
Portfolio at Risk8%
✓ Lending viable with standard green covenants
2°C Scenario
ECL Increase+14.8%
Asset Devaluation-9.4%
Portfolio at Risk23%
⚠ Climate-contingent covenants recommended
>3°C Scenario
ECL Increase+34.6%
Asset Devaluation-28.3%
Portfolio at Risk51%
✗ Enhanced due diligence & climate collateral required
ifrs_s2:ClimateAdjustedExpectedCreditLoss(USD)ifrs_s2:ClimateScenarioAnalysisAppliedgcbt:ClimateAdjustedCreditRiskScore(/100)