IRB Mortgage Component-level Survey 2024
The IRB Mortgage Risk-Weight Component Level Survey 2024 by PwC analyses mortgage risk weights, default probabilities, and loss given default across various LTV bands.
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YE 23 Financed Emissions: PwC Benchmarking
The PwC Financed Emissions Benchmark is an in-depth analysis of the financed emissions metrics being disclosed by several financial institutions (FIs) as part of their annual publicly available year end sustainability disclosures.
IRB Mortgage Risk-Weight ‘Snapshot’ Survey 2024
PwC’s snapshot survey provides a summary of mortgage risk-weight outputs from the latest iteration of hybrid IRB rating systems
Calculating baseline carbon footprint: Facilitated emissions for capital markets
In this paper we highlight the challenges and practical considerations for financial institutions in baselining their facilitated emissions.
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