Package 'r2dii.analysis'

Title: Measure Climate Scenario Alignment of Corporate Loans
Description: These tools help you to assess if a corporate lending portfolio aligns with climate goals. They summarize key climate indicators attributed to the portfolio (e.g. production, emission factors), and calculate alignment targets based on climate scenarios. They implement in R the last step of the free software 'PACTA' (Paris Agreement Capital Transition Assessment; <https://www.transitionmonitor.com/>). Financial institutions use 'PACTA' to study how their capital allocation decisions align with climate change mitigation goals.
Authors: Jacob Kastl [aut, cre, ctr] , Alex Axthelm [aut, ctr] , Jackson Hoffart [aut, ctr] , Mauro Lepore [aut, ctr] , Klaus Hogedorn [aut], Nicky Halterman [aut], RMI [cph, fnd]
Maintainer: Jacob Kastl <[email protected]>
License: MIT + file LICENSE
Version: 0.5.1.9000
Built: 2025-02-19 16:24:31 UTC
Source: https://github.com/rmi-pacta/r2dii.analysis

Help Index


Data Dictionary

Description

A table of column names and descriptions of data frames used or exported by the functions in this package.

Usage

data_dictionary

Format

data_dictionary

dataset

Name of the dataset

column

Name of the column

typeof

Type of the column

definition

Definition of the column

Examples

data_dictionary

Add targets for production, using the market share approach

Description

This function calculates the portfolio-level production targets, as calculated using the market share approach applied to each relevant climate production forecast.

Usage

target_market_share(
  data,
  abcd,
  scenario,
  region_isos = r2dii.data::region_isos,
  use_credit_limit = FALSE,
  by_company = FALSE,
  weight_production = TRUE,
  increasing_or_decreasing = r2dii.data::increasing_or_decreasing
)

Arguments

data

A "data.frame" like the output of r2dii.match::prioritize.

abcd

An asset level data frame like r2dii.data::abcd_demo.

scenario

A scenario data frame like r2dii.data::scenario_demo_2020.

region_isos

A data frame like r2dii.data::region_isos (default).

use_credit_limit

Logical vector of length 1. FALSE defaults to using the column loan_size_outstanding. Set to TRUE to use the column loan_size_credit_limit instead.

by_company

Logical vector of length 1. FALSE defaults to outputting production_value at the portfolio-level. Set to TRUE to output production_value at the company-level.

weight_production

Logical vector of length 1. TRUE defaults to outputting production, weighted by relative loan-size. Set to FALSE to output the unweighted production values.

increasing_or_decreasing

A data frame like r2dii.data::increasing_or_decreasing.

Value

A tibble including the summarized columns metric, production, technology_share, percentage_of_initial_production_by_scope and scope. If by_company = TRUE, the output will also have the column name_abcd.

Handling grouped data

This function ignores existing groups and outputs ungrouped data.

See Also

Other functions to calculate scenario targets: target_sda()

Examples

library(r2dii.data)
library(r2dii.match)

loanbook <- head(loanbook_demo, 100)
abcd <- head(abcd_demo, 100)

matched <- loanbook %>%
  match_name(abcd) %>%
  prioritize()

# Calculate targets at portfolio level
matched %>%
  target_market_share(
    abcd = abcd,
    scenario = scenario_demo_2020,
    region_isos = region_isos_demo
    )

# Calculate targets at company level
matched %>%
  target_market_share(
  abcd = abcd,
  scenario = scenario_demo_2020,
  region_isos = region_isos_demo,
  by_company = TRUE
  )

matched %>%
  target_market_share(
    abcd = abcd,
    scenario = scenario_demo_2020,
    region_isos = region_isos_demo,
    # Calculate unweighted targets
    weight_production = FALSE
    )

Add targets for CO2 emissions per unit production at the portfolio level, using the SDA approach

Description

This function calculates targets of CO2 emissions per unit production at the portfolio-level, otherwise referred to as "emissions factors". It uses the sectoral-decarbonization approach (SDA) to calculate these targets.

Usage

target_sda(
  data,
  abcd,
  co2_intensity_scenario,
  use_credit_limit = FALSE,
  by_company = FALSE,
  region_isos = r2dii.data::region_isos
)

Arguments

data

A dataframe like the output of r2dii.match::prioritize().

abcd

An asset-level data frame like r2dii.data::abcd_demo.

co2_intensity_scenario

A scenario data frame like r2dii.data::co2_intensity_scenario_demo.

use_credit_limit

Logical vector of length 1. FALSE defaults to using the column loan_size_outstanding. Set to TRUE to instead use the column loan_size_credit_limit.

by_company

Logical vector of length 1. FALSE defaults to outputting weighted_production_value at the portfolio-level. Set to TRUE to output weighted_production_value at the company-level.

region_isos

A data frame like r2dii.data::region_isos (default).

Value

A tibble including the summarized columns emission_factor_metric and emission_factor_value. If by_company = TRUE, the output will also have the column name_abcd.

Handling grouped data

This function ignores existing groups and outputs ungrouped data.

See Also

Other functions to calculate scenario targets: target_market_share()

Examples

library(r2dii.match)
library(r2dii.data)

loanbook <- head(loanbook_demo, 150)
abcd <- head(abcd_demo, 100)

matched <- loanbook %>%
  match_name(abcd) %>%
  prioritize()

# Calculate targets at portfolio level
matched %>%
  target_sda(
   abcd = abcd,
   co2_intensity_scenario = co2_intensity_scenario_demo,
   region_isos = region_isos_demo
   )

# Calculate targets at company level
matched %>%
  target_sda(
   abcd = abcd,
   co2_intensity_scenario = co2_intensity_scenario_demo,
   region_isos = region_isos_demo,
   by_company = TRUE
   )