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ESG Advisory · Climate Scenario

Climate scenario risk analysis under IFRS S2.

IFRS S2 requires disclosure of climate-related scenario analysis with at least one scenario aligned to the Paris Agreement’s 1.5-2°C pathway. The analysis must cover both physical risk (asset exposure to climate hazards) and transition risk (policy, market, technology, and reputation impacts on revenue). Othello prepares the bilingual scenario analysis disclosure.

1.5-2°C
Required alignment scenario
2
Risk dimensions
IFRS S2
Mandating standard
NGFS
Reference scenario family
Scope

Physical and transition risk

Climate scenario analysis covers two risk categories: Physical risk — direct climate impacts on assets, operations, and supply chains (acute: storms, floods, wildfires; chronic: heat stress, sea level rise, water scarcity). Transition risk — policy changes (carbon pricing, mandates), market shifts (consumer behavior, capital reallocation), technology disruption, and reputation impacts.

Methodology

Reference scenarios

The Network for Greening the Financial System (NGFS) reference scenarios are the institutional standard for climate scenario analysis. NGFS provides scenarios ranging from orderly transition (1.5°C with policies starting now) through disorderly transition (delayed policies) through hot house (3°C+ with no further policy action).

For Thai listed companies, the typical disclosure covers the orderly 1.5-2°C pathway plus at least one higher-warming scenario for physical risk exposure.

Output

Scenario disclosure deliverables

  • Bilingual scenario narrative — for inclusion in IFRS S2 disclosure and sustainability report
  • Physical risk exposure summary — asset-level or business-unit-level exposure under high-warming scenarios
  • Transition risk revenue impact — quantified or qualitative impact on revenue lines under low-warming scenarios
  • Strategic resilience statement — board-approved positioning on climate scenarios
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