EuRoSIf EuRopEaN SRI TRaNSpaRENcy coDE - DEcEmbER 2021 Figure: Classification of climate-related hazards - favour nature-based solutions or rely on blue or green upon the implementation of procedures to comply with infrastructure to the extent possible; new Eu regulations we have set up the usage of a physical - are consistent with local, sectoral, regional or national risk model to quantify climate risks across our portfolios. adaptation plans and strategies; This tool allows to determine what grade of risk each asset - are monitored and measured against pre-defined indi- corresponds to, for a given peril, at a given time period. cators and remedial action is considered where those additionally, to the risk grade, the tool provides an assess- indicators are not met; ment of average monetary loss for each case, as well as - complying with the DNSH technical screening for that a worst-case scenario financial analysis in case of a high activity as detailed in this report §.6. impact low probability event. • Physical Risk Assessment IV. Do no Significant Harm Policies 31