Sustainable Finance · Portfolio analytics case study

CIB ESG Metrics Lab

Financed emissions, decarbonisation pathways and transaction impact simulator for a CIB-style investment-banking portfolio.

A reproducible portfolio analytics case study translating CIB exposure into financed-emissions metrics, Scope 1/2/3 attribution, data-quality scoring, simplified transition-pathway alignment and transaction-level impact analysis.

CIB portfolio modelFinanced emissionsScope 1/2/3PCAF-inspired methodologyDecarbonisation pathwaysTransaction simulatorExcel + Python workflowExecutive dashboard
Portfolio snapshot
Portfolio model · v1.0
Total exposure
€4.82bn
Financed emissions
8.10 MtCO₂e
Portfolio intensity
1,681 tCO₂e / €m
Misaligned exposure
34.6%
BaselineOrderlyAccelerated
Executive KPIs

Portfolio at a glance

Ten headline metrics summarising the CIB portfolio model across exposure, financed emissions, data quality and transition alignment.

€4.82bn
Total exposure
60
Companies
11
Sectors
8.10 MtCO₂e
Total financed emissions
1,681 tCO₂e / €m
Portfolio emissions intensity
45.2%
Scope 3 share
59.6%
Top 10 concentration
2.8 / 5
Weighted data quality
58.6%
Transition plan coverage
34.6%
Misaligned exposure share

Simplified 1–5 score inspired by financial-carbon-accounting data-quality practices; 1 indicates stronger reported data, 5 indicates more modelled estimates.

Executive claim

Built as a disciplined ESG metrics workflow

CIB portfolio model economic and environmental data → financed-emissions attribution → portfolio carbon metrics → data-quality scoring → sector pathway alignment → transaction impact simulation → executive dashboard and methodology documentation.

01Portfolio construction
02Economic and emissions schema
03Attribution factor
04Financed Scope 1/2/3
05Portfolio KPIs
06Data-quality scoring
07Simplified sector pathways
08Transaction impact
09Dashboard / Excel / Python outputs
Analytical chain

Ten-phase reproducible workflow

Each phase translates a portfolio question into a structured analytical output, from scope governance to executive communication.

P0 Validated

Scope & claim governance

Objective: Define the analytical perimeter and public claim boundaries.

Output: Case-study positioning and claim governance.

P1 Validated

CIB portfolio model design

Objective: Build a 60-company portfolio across 11 sectors.

Output: Portfolio exposure, company-level financials and emissions fields.

P2 Validated

Economic and environmental data schema

Objective: Structure revenue, EVIC, debt, exposure and Scope 1/2/3 variables.

Output: Reproducible data model.

P3 Validated

Financed-emissions attribution

Objective: Apply exposure / EVIC attribution factor.

Output: Company and portfolio financed emissions.

P4 Validated

Portfolio ESG metrics

Objective: Aggregate financed emissions, intensity, concentration and sector contribution.

Output: Executive KPI layer.

P5 Validated

Data-quality scoring

Objective: Assess reliability of emissions estimates using a simplified 1–5 score.

Output: Weighted data-quality score and disclosure priorities.

P6 Validated

Sector decarbonisation pathways

Objective: Compare company intensity against simplified sector pathway references.

Output: Alignment status and gap-to-target analysis.

P7 Validated

Transaction impact simulator

Objective: Assess marginal impact of new deals on exposure, emissions, intensity and alignment.

Output: Before/after analysis and scenario recommendation logic.

P8 Validated

Excel model and Python QA

Objective: Package calculations into a reproducible modelling workflow.

Output: Dashboard-ready assets and QA report.

P9 Validated

Executive web dashboard

Objective: Communicate results in a concise decision-support format.

Output: Vercel-ready case-study page.

Portfolio financed emissions

Where the carbon actually sits

The portfolio model shows a common financed-emissions pattern: climate exposure is not evenly distributed. A limited number of sectors and names drive most financed emissions, making prioritisation and data-quality governance more useful than broad portfolio averages alone.

Financed emissions

Financed emissions by sector

ktCO₂e · coloured by alignment status

Scope decomposition

Scope 1 / 2 / 3 split

Portfolio financed emissions, %

Scope 147.5% · 3,848 ktCO₂e
Scope 27.3% · 591 ktCO₂e
Scope 345.2% · 3,661 ktCO₂e
Concentration check

Exposure share vs emissions share, by sector

% of portfolio total

Read-out

Concentration drives priority

Oil & Gas, Power & Utilities, Steel and Cement account for the majority of financed emissions while representing a much smaller share of exposure. These four sectors define the transition-planning agenda for the portfolio model.

Scope 1 share
47.5%
Scope 2 share
7.3%
Scope 3 share
45.2%
Concentration

Top 10 financed-emissions contributors

Company universe · 59.6% of total portfolio emissions

CompanySectorFinanced (ktCO₂e)DQAlignment
Helios Steel GroupSteel6903Misaligned
Aster Energy HoldingsOil & Gas6104Misaligned
Orion Grid InfrastructurePower & Utilities5802Partially aligned
Nova Cement MaterialsCement5403Misaligned
Mariner Aviation SystemsAviation4754Misaligned
BlueHarbor ShippingShipping4453Partially aligned
Caldera Petrochem IndustriesChemicals4253Partially aligned
TerraFood IngredientsAgriculture & Food3902Partially aligned
VoltEdge Power AssetsPower & Utilities3852Aligned
UrbanCore PropertiesReal Estate2902Aligned
Decarbonisation pathways

Decarbonisation pathway analysis

Alignment is treated as a structured analytical classification, not as an ESG label. In this case study, alignment depends on current intensity, sector pathway, data quality and transition-plan credibility.

Under the simplified pathway used in this case study, exposures are classified as aligned, partially aligned or misaligned. This does not represent official IEA alignment.

Pathway index

Portfolio intensity pathway

Indexed to 100 in 2024 · simplified model

Gap to 2030 target

Sector alignment gap

Positive = above simplified 2030 target · negative = below target

Aligned
28.4%
Exposure share
17.1%
Emissions share
Partially aligned
37.0%
Exposure share
34.9%
Emissions share
Misaligned
34.6%
Exposure share
48.0%
Emissions share
Priority sectors

Alignment ratio and transition priority

SectorAlignment ratioGap to 2030 targetPriority
Oil & Gas1.72×+72%High
Cement1.60×+60%High
Steel1.53×+53%High
Aviation1.48×+48%High
Power & Utilities1.28×+28%Medium
Chemicals1.22×+22%Medium
Shipping1.16×+16%Medium
Automotive1.08×+8%Medium
Agriculture & Food1.05×+5%Medium
Real Estate0.84×-16%Low
Retail & Services0.79×-21%Low
Transaction impact simulator

Marginal-impact analysis on a new deal

The transaction simulator illustrates how a new deal can be assessed through marginal impact: exposure, financed emissions, portfolio intensity, data quality and pathway alignment.

Scenario logic only. Not a credit decision, not investment advice and not an ESG approval framework.

Transaction selected

Renewable utility project finance

Power & Utilities · Project finance · €120m

Use of proceeds. Renewable generation capacity and grid connection assets

Expected transition effect. Adds low-carbon exposure and reduces portfolio intensity on a marginal basis.

Recommendation: Proceed

Rationale. Lower marginal portfolio intensity, credible transition use of proceeds and stronger data-quality profile.

Portfolio exposure
Before€4,820m
After€4,940m
+€120m
Financed emissions
Before8,100 kt
After8,130 kt
+30 kt
Portfolio intensity
Before1,681 t/€m
After1,646 t/€m
-2.1%
Data quality (weighted)
Before2.80
After2.77
-0.03
Alignment impact
Aligned exposure increases to 30.1%
Aligned 28.4%Partial 37.0%Misaligned 34.6%
Marginal impact on financed emissions
Excel model & executive dashboard

Reproducible workbook architecture

The analytical workflow is designed to be exportable into an Excel model with separated input, calculation, KPI, pathway, simulator, data-quality and QA sheets.

Workbook tabs

12-sheet structure

00_READ_ME
01_Portfolio_Input
02_Company_Emissions
03_Financed_Emissions
04_Portfolio_KPIs
05_Sector_Pathways
06_Alignment_Analysis
07_Transaction_Simulator
08_Data_Quality
09_Dashboard
10_Assumptions
11_QA_Checks
Dashboard preview

Executive KPI layer

Exposure
€4.82bn
Financed emissions
8.10 MtCO₂e
Intensity
1,681 tCO₂e / €m
Aligned exposure
28.4%
Python workflow

Reproducible notebook chain

The project is structured as a reproducible Python workflow: portfolio construction, financed-emissions attribution, pathway analysis, transaction simulation, dashboard asset export and QA validation.

notebook_01

CIB Portfolio Construction

Output: portfolio model CSV, schema checks, exposure distribution.

notebook_02

Financed Emissions Model

Output: company-level financed emissions, sector aggregation, portfolio KPIs.

notebook_03

Decarbonisation Pathways

Output: simplified pathway indices, alignment ratios, gap-to-target analysis.

notebook_04

Transaction Impact Simulator

Output: before/after portfolio impact and scenario recommendation logic.

notebook_05

Export Dashboard Assets

Output: JSON chart assets, downloads, QA report and reproducibility checks.

Methodology

Methodology-first analysis

Every chart on this page is computed through transparent formulas applied to a reproducible model dataset. Methodological references and claim boundaries are documented alongside the model.

Formula cards

Core calculations

Attribution factor
bank exposure / EVIC proxy
Financed emissions
attribution factor × company emissions
Portfolio intensity
total financed emissions / total exposure
Weighted data quality
Σ(data quality score × exposure) / total exposure
Transition plan coverage
exposure with credible or partial transition plan / total exposure
Alignment ratio
actual intensity / simplified sector 2030 target intensity
Claim boundaries

What this case study is and isn't

Non-confidential model data only
Client and confidential portfolio information are excluded from the model scope.
PCAF-inspired, not PCAF-compliant
The attribution logic is inspired by public financed-emissions methodology and is not an official reporting tool.
Simplified pathway model
Pathway indices are analytical simplifications and do not reproduce official IEA sector models.
No credit decision
Transaction recommendations are scenario-based analytical outputs.
No investment advice
This is a methodological case study, not a financial recommendation.
No regulatory disclosure purpose
The project is not designed for real regulatory reporting.
Reproducible workflow
Figures shown on the page are stored in local JSON/CSV assets in the repository.
QA & reproducibility

Every figure on this page is reconcilable

The reproducible workflow ships with structural, reconciliation and claim-boundary checks. Each item below is verified against the local data assets used to render this page.

Passed60 portfolio companies
Passed11 sectors represented
PassedTotal exposure within €4–6bn range
PassedNo real company names
PassedScope 1 + Scope 2 + Scope 3 reconciles to total emissions
PassedAttribution factor = exposure / EVIC proxy
PassedFinanced emissions = attribution factor × emissions
PassedSector totals reconcile with portfolio total
PassedScope split sums to 100%
PassedWeighted data quality score between 1 and 5
PassedTransaction before/after calculations reconcile
PassedNo PCAF-compliant claim
PassedNo official IEA-alignment claim
PassedNo financial advice wording
PassedNo employer, recruiter or job-post mention
Capabilities demonstrated

Across the analytical chain

Financial carbon accounting
ESG metric design
Portfolio-level climate exposure analysis
Scope 1/2/3 attribution
Decarbonisation pathway modelling
Transaction impact analysis
Data-quality governance
Excel / Python modelling
Executive communication
QA and reproducibility
Repository & reproducibility

Open repository, reproducible workflow

The case study is structured for GitHub publication and Vercel deployment, with local data assets, methodology notes, QA documentation and dashboard-ready components.