CRRM3d Green Transition Policy Volatility

Public policy shifts that move markets present first in the form of unstructured, verbal data, but markets price risk in the form of quantitative data. Our award-winning, patented policy risk volume measurements make it possible to anticipate market shifts related to public policy. Sustainable investing markets are particularly exposed to public policy risks Now you can measure policy volatility, identify trends, and apply data-driven discipline to your policy risk assessment process using data generated by a process that has been crafted by public policy experts with extensive leadership and decision-making experience in public policy on multiple continents since the 1990s. Identify with pinpoint accuracy when policy shifts are on the rise regarding green transition policy specifically. We measure momentum and volatility in the public path towards a policy decision, before a final decision has been made. Cyclical trends are visible in the data over time. Underlying language data (tagged, structured, time stamped) is available upon request for an additional fee). Daily data feeds are delivered with over 150 ticker symbols covering thematic ETFs, a broad range of asset classes (including fixed income), and sectoral market indices. Awards won to date: Finalist, NATO Innovation Hub Challenge (2020); Finalist, G20/BIS TechSprint Challenge (2021) How is the data generally sourced? Every day, our patented process identifies new activity, reads more pages than any human could in week, identifies relevant language, identifies what kind of activity is present, measures commitment levels, and delivers to you a daily multivariate time series. We source our language inputs from publicly available government sources globally as well as fact-checked, highly regarded journalism publishers. Where media publishers require it, we acquire data mining licenses to access their language inputs. Primary Use Cases Include: **Fundamental and Quantamental Analysts/PMs (Alerting): All equity and fixed income issuers will be impacted by green transition public policy. Some will benefit from green subsidies; others will incur additional costs and risks from carbon border adjustment mechanisms and increased regulatory requirements. Alerts using our patented momentum data provide early warning of policy shifts which may prompt a review of how individual issuers are positioned to deal with the change (fundamental analysts) and how much of a portfolio may be skewed to issuers at risk (quantamental PMs). **ETF and Index Investors (Automated Workflows): Because our data is tickerized to sectoral market indices and ETFs, investors with automated workflows can save time to execution by identifying when (and at what magnitude) realized volatility in CRRM3d data may pose risks for the portfolio structure or the anticipated holding period for a specific asset. **Scenario Analysis/Nowcasting: Most asset pricing models currently fail to assess the contribution that public policy makes to transition risk (both upside and downside risks). Assumptions and parameter settings are adjusted by hand, idiosyncratically. CRRM3d data provides a mechanism to trigger more efficient, data-driven parameterization. It also supports automated workflows to implement adjustments to these models. How does this Data Product fit into your broader data offering? CRRM3d (Climate Transition) is one of five data feeds focused on data generated by policy activity important to climate finance. The other feeds are: --CRRM3a: Climate-related Disclosures --CRRM3b: Greenwashing policy --CRRM3c: Green Bonds Policy --CRRM3e: GreenQE Policy These can be combined to generate multi-dimensional analysis. In addition, CRRM3e pairs well with our monetary policy data feeds: macroVS1 (monetary policy), macroVS2 (GDP Growth policy); macroVS3 (consumption policy). Contact us for volume-based pricing options when acquiring data feeds for multiple keywords. Contact us to configure customized data feeds that include access to the underlying language data, tagged and structured for content as well as policymaker demographics are available under separate, customized licenses.