3Q 2022 Investor Presentation slide image

3Q 2022 Investor Presentation

Identifying and Quantifying ESG & Climate Risk An integrated risk assessment approach Moody's CreditView The view that counts } MOODY'S CRE ANALYTICS Moodys.com >> Physical climate risk exposure scores and ESG performance scores >>> ESG company and sector reports >>> MIS sector heatmaps & classifications » MIS entity CTA, IPS, CIS scores¹ Risk Analytics & Regulatory Reporting >>> ESG Score Predictor integrated with Supply Chain Catalyst, providing a 360 view of suppliers across financial, sustainability, reputational and operational risk factors » ESG integration with PFaroe² provides insights into how ESG & Climate factors contribute to current and historical drivers of portfolio performance & risk Real Estate Solutions >>> Physical climate risk scores integrated in Commercial Real Estate (CRE) analytics platform >>> » Scores on CRE properties, submarkets, markets and regions within the U.S. CRE properties and geographies are assigned category scores on the six climate hazards that drive business risk³ 1. CTA = Carbon Transition Assessment; CIS = Credit Impact Scores; IPS = Issuer Profile Scores. 2. PFaroe is a web-based platform that provides portfolio investment risk and simulation analytics tools for the buy-side. 3. Floods, heat stress, hurricanes & typhoons, sea level rise, water stress and wildfire risk. MOODY'S | DECODE RISK. UNLOCK OPPORTUNITY. के IN III Moody's Analytics Climate Risk >>> RMS catastrophe models provide » >>> physical risk data and analysis on a wide range of perils Economic climate risk impact scenarios for over 70 countries and 18,000 macroeconomic variables Temperature Alignment: Forward- looking assessment of corporate emissions targets and alignment to temperature trajectory benchmarks Lending Solutions & Tools » Climate-adjusted expected default frequencies (EDFs) measure impact of physical and transition risk on issuers' credit worthiness ESG & Climate risk quantification for public and private firms within the credit origination workflow Assessment of climate risks for CRE assets as part of lenders' credit decision workflows under development 3Q 2022 Investor Presentation 53
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