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Trading (version 3.1)

Carbon_Footprint: Carbon Footprint

Description

Returns the Total carbon emissions for a portfolio normalized by the market value of the portfolio, expressed in tons CO2e / $M invested.Scope 1 and Scope 2 GHG emissions are allocated to investors based on an equity

Usage

Carbon_Footprint(portfolio_exposure, emissions_capitalization_data)

Value

Total carbon emissions for a portfolio normalized by the market value of the portfolio, expressed in tons CO2e / $M invested.

Arguments

portfolio_exposure

The exposure per issuer in the portfolio

emissions_capitalization_data

The capitalization and the Scope 1 & 2 GHG emissions per issuer

Author

Tasos Grivas <tasos@openriskcalculator.com>

References

https://www.tcfdhub.org/Downloads/pdfs/E09

Examples

Run this code
 portfolio_exposure     = data.table::data.table(Issuers = c('A','B','C'),
 exposures = c(100, 200, 50))
 emissions_capitalization_data = data.table::data.table(Issuers = c('A','B','C'), 
 emissions = c(1000, 5000, 6000),  Capitalization = c(20000, 10000, 30000))
 Carbon_Footprint(portfolio_exposure, emissions_capitalization_data)

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