Methodology
The CE Stress Fragility Overlay applies the same three-component fusion architecture as the CE Balanced Transition Synthesizer — physical climate × economic conditions × transmission channels — but with stress-calibrated component weights. Under the balanced model, component weights are calibrated to orderly transition dynamics. Under the stress overlay, the climate (physical + transition) and transmission components are upweighted, and the economic stability component is downweighted, to model scenarios where regulatory incoherence, delayed policy action, or compounding physical hazard dominate over macro stabilisers. A sector's fragility index is computed as: Fragility = f(transition_pressure, 1 − resilience, transmission_amplification). Sectors with fragility index >0.70 are classified as structurally fragile and receive an additional downside amplification factor. Company-level fragility indicators (SBTi commitment credibility score, fossil asset lock-in ratio, regulatory compliance cost cliff) are applied to stress sector signals above their balanced-model equivalents. The model is calibrated against the NGFS Phase 4 'Delayed Transition', 'Current Policies', and 'Hot House World' scenario families — the three NGFS families representing fragmented, delayed, or insufficient policy action — as well as the FSB severe climate scenario for financial stability analysis and the Bank of England CBES 'Late Action' scenario. The stress overlay is the formal lower bound of CE's combined model spectrum.
Key Mechanisms
- Stress-calibrated component weights: climate (physical + transition) and transmission signals are upweighted relative to the balanced model; the economic stabiliser component is downweighted to reflect scenarios where monetary and fiscal policy cannot fully offset climate-driven financial losses
- Fragility index computation: each sector receives a fragility score combining transition pressure, the inverse of resilience, and transmission amplification — sectors above the 0.70 threshold are classified structurally fragile and receive an additional downside amplification factor calibrated to FSB severe scenario outcomes
- Policy fragmentation penalty: the spread between coordinated and fragmented policy regimes is modelled as an additive pressure component — calibrated to the NGFS Delayed Transition versus Orderly Transition scenario spread, quantifying the additional loss burden from policy incoherence
- Regulatory shock compression: delayed action followed by rapid policy catch-up creates larger concentrated losses than orderly transition — modelled as a time-compression multiplier on baseline transition pressure, derived from Bank of England CBES Late Action scenario sector stress outcomes
- Stranded asset scenario: companies with fossil asset lock-in ratios above 60% (long-life production assets benchmarked to IEA Fossil Fuel Asset Stranding data) face acute write-down risk under delayed-then-sudden policy acceleration; this risk is operationalised as a company-level fragility indicator applied to sector pressure signals
- Cross-sector contagion amplification: transmission channel weights are elevated to capture how stress propagates across sector boundaries — insurance retreat creates a real estate credit squeeze; fossil asset stranding escalates banking non-performing loans; agricultural supply shock drives food inflation that compresses consumer discretionary demand
- Physical hazard compounding: consecutive-year climate events (drought followed by wildfire, flood followed by heat) are modelled as multiplied probability impacts rather than summed — reflecting empirical evidence from Swiss Re Sigma compound event data that co-occurring hazards produce losses exceeding the sum of individual event impacts
- Commitment credibility discount: SBTi and net zero pledges from companies with >2 years since last verification, no published interim milestones, or known implementation gaps receive a credibility discount that increases their sector's transition pressure signal — preventing commitment wash from artificially suppressing stress signals
Score & Confidence Methodology
Known Failure Modes
- Systematically overstates pressure under orderly transition conditions — stress component weights are calibrated for fragmented/delayed scenarios; using this model for base-case analysis will produce misleading sector signals
- Macro stabilisers (monetary easing, fiscal emergency stimulus, IMF/World Bank emergency lending) are underweighted by design — in practice, sovereign interventions have historically contained some climate-related financial stress episodes; this model does not model the stabiliser response and will overstate unmitigated losses
- The fragility index threshold of 0.70 is calibrated against historical sector crises (2008 banking fragility, 2011 Thai flood supply chain disruption) — the precise threshold carries ±0.05 uncertainty; sectors scoring 0.65–0.75 should be treated as borderline fragile rather than definitely classified
- Physical hazard compounding multiplier is derived from observed compound event patterns (2011 Thailand floods + 2012 US drought) — for genuinely unprecedented compound event types with no historical parallel, the multiplier may misestimate the compounding factor
- Company-level fragility indicators are updated on an annual cycle — sectors with rapid net zero commitment momentum may carry stale fragility scores between update cycles, temporarily understating the improvement in sector resilience