Climate Value-at-Risk API

Canonical Climate Value-at-Risk: netRiskFraction = transitionRisk + physicalRisk - greenOpportunity (each a 0-1 fraction of value), climateVaR = portfolioValue x netRiskFraction. Returns the absolute VaR, the % of value at risk, the net risk fraction, a risk bucket, an A-F grade, and a driver breakdown. Answers 'what's the climate VaR of this portfolio', 'value at risk from transition vs physical climate risk', 'net climate exposure %'.

Price$0.016per request

MethodPOST

Route/v1/score/esg-climate-var

StatusLive

MIME typeapplication/json

Rate limit120/minute

CacheNo cache

esgclimate-varvalue-at-risktransition-riskphysical-riskportfolioscoreclimate-finance

API URLhttps://x402.hexl.dev/v1/score/esg-climate-var

Integration docs

Example request

{
  "portfolioValue": 100000000,
  "transitionRisk": 0.15,
  "physicalRisk": 0.08,
  "greenOpportunity": 0.05
}

Example response

{
  "climateVaR": 18000000,
  "climateVaRPercent": 18,
  "netRiskFraction": 0.18,
  "rating": "low",
  "grade": "B",
  "breakdown": [
    {
      "factor": "transitionRisk",
      "value": 0.15
    },
    {
      "factor": "physicalRisk",
      "value": 0.08
    },
    {
      "factor": "greenOpportunity",
      "value": -0.05
    }
  ]
}

Input schema

{
  "type": "object",
  "required": [
    "portfolioValue",
    "transitionRisk",
    "physicalRisk",
    "greenOpportunity"
  ],
  "properties": {
    "portfolioValue": {
      "type": "number",
      "description": "Portfolio value (any currency)",
      "examples": [
        100000000
      ]
    },
    "transitionRisk": {
      "type": "number",
      "description": "Transition-risk fraction of value 0-1",
      "examples": [
        0.15
      ]
    },
    "physicalRisk": {
      "type": "number",
      "description": "Physical-risk fraction of value 0-1",
      "examples": [
        0.08
      ]
    },
    "greenOpportunity": {
      "type": "number",
      "description": "Green-opportunity upside fraction 0-1",
      "examples": [
        0.05
      ]
    }
  }
}

Output schema

{
  "type": "object",
  "additionalProperties": true
}