Making scenario assumptions inspectable.
Connecting sustainability indicators, macroeconomic assumptions and sector structure.
THE CONTEXT
Start with the question.
At Matter, I checked ESG information extracted from disclosures against original sources. Alongside that work, I independently developed a scenario-analysis project to investigate how data quality, macroeconomic assumptions and sector structure shape the interpretation of risk.
THE WORK
Make the steps explicit.
I took the project from its research question into an R workflow combining ESG indicators, macroeconomic inputs and sector structure. Scenario definitions and model diagnostics keep the role of assumptions visible.
- Make input definitions and assumptions explicit
- Estimate and inspect the model
- Compare scenarios with their limitations visible
THE RESULT
What the work supports.
The prototype provides a structured way to compare scenario-dependent outcomes and sector sensitivities, with assumptions and diagnostics carried alongside the results.
SCOPE & EVIDENCE
Where the conclusion ends.
The outputs depend on the scenario assumptions, input coverage and model specification. They are scenario-based research results, not observed investment performance. Proprietary input data are not distributed through this portfolio.
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