In 2DegreesInvesting/r2dii.match: Tools to Match Corporate Lending Portfolios with Climate Data

knitr::opts_chunk$set(
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We’re happy to announce that r2dii.match is now on CRAN.

r2dii.match matches data from financial portfolios to asset level data from market-intelligence databases (e.g. power plant capacities, emission factors, etc.). This is the first step to assess if a financial portfolio aligns with climate goals. For details see the package’s website and https://2degrees-investing.org/.

Install r2dii.match with:

install.packages("r2dii.match")

And use it with:

library(r2dii.match)

match_name() matches a loanbook and asset-level dataset (ald). Let’s try it with demo datasets from the package r2dii.data.

# install.packages("r2dii.data")
library(r2dii.data)

loanbook_demo
#> # A tibble: 320 x 19
#>    id_loan id_direct_loant… name_direct_loa… id_intermediate… name_intermedia…
#>    <chr>   <chr>            <chr>            <chr>            <chr>           
#>  1 L1      C294             Yuamen Xinneng … <NA>             <NA>            
#>  2 L2      C293             Yuamen Changyua… <NA>             <NA>            
#>  3 L3      C292             Yuama Ethanol L… IP5              Yuama Inc.      
#>  4 L4      C299             Yudaksel Holdin… <NA>             <NA>            
#>  5 L5      C305             Yukon Energy Co… <NA>             <NA>            
#>  6 L6      C304             Yukon Developme… <NA>             <NA>            
#>  7 L7      C227             Yaugoa-Zapadnay… <NA>             <NA>            
#>  8 L8      C303             Yueyang City Co… <NA>             <NA>            
#>  9 L9      C301             Yuedxiu Corp One IP10             Yuedxiu Group   
#> 10 L10     C302             Yuexi County AA… <NA>             <NA>            
#> # … with 310 more rows, and 14 more variables: id_ultimate_parent <chr>,
#> #   name_ultimate_parent <chr>, loan_size_outstanding <dbl>,
#> #   loan_size_outstanding_currency <chr>, loan_size_credit_limit <dbl>,
#> #   loan_size_credit_limit_currency <chr>, sector_classification_system <chr>,
#> #   sector_classification_input_type <chr>,
#> #   sector_classification_direct_loantaker <dbl>, fi_type <chr>,
#> #   flag_project_finance_loan <chr>, name_project <lgl>,
#> #   lei_direct_loantaker <lgl>, isin_direct_loantaker <lgl>
ald_demo
#> # A tibble: 17,368 x 13
#>    name_company sector technology production_unit  year production emission_factor
#>    <chr>        <chr>  <chr>      <chr>           <dbl>      <dbl>           <dbl>
#>  1 aba hydropo… power  hydrocap   MW               2013    133340.              NA
#>  2 aba hydropo… power  hydrocap   MW               2014    131582.              NA
#>  3 aba hydropo… power  hydrocap   MW               2015    129824.              NA
#>  4 aba hydropo… power  hydrocap   MW               2016    128065.              NA
#>  5 aba hydropo… power  hydrocap   MW               2017    126307.              NA
#>  6 aba hydropo… power  hydrocap   MW               2018    124549.              NA
#>  7 aba hydropo… power  hydrocap   MW               2019    122790.              NA
#>  8 aba hydropo… power  hydrocap   MW               2020    121032.              NA
#>  9 aba hydropo… power  hydrocap   MW               2021    119274.              NA
#> 10 aba hydropo… power  hydrocap   MW               2022    117515.              NA
#> # … with 17,358 more rows, and 6 more variables: country_of_domicile <chr>,
#> #   plant_location <chr>, number_of_assets <dbl>, is_ultimate_owner <lgl>,
#> #   is_ultimate_listed_owner <lgl>, ald_timestamp <chr>

matched <- match_name(loanbook_demo, ald_demo)
matched
#> # A tibble: 502 x 27
#>    id_loan id_direct_loant… name_direct_loa… id_intermediate… name_intermedia…
#>    <chr>   <chr>            <chr>            <chr>            <chr>           
#>  1 L170    C203             Tesla Inc        <NA>             <NA>            
#>  2 L180    C217             Weichai Power C… <NA>             <NA>            
#>  3 L181    C218             Wheego           <NA>             <NA>            
#>  4 L195    C313             Zhengzhou Yuton… <NA>             <NA>            
#>  5 L174    C211             Tvr              <NA>             <NA>            
#>  6 L198    C317             Ziyang Nanjun    <NA>             <NA>            
#>  7 L193    C310             Zamyad           <NA>             <NA>            
#>  8 L165    C195             Sunwin Bus       <NA>             <NA>            
#>  9 L154    C171             Shandong Tangju… <NA>             <NA>            
#> 10 L164    C193             Subaru Corp      <NA>             <NA>            
#> # … with 492 more rows, and 22 more variables: id_ultimate_parent <chr>,
#> #   name_ultimate_parent <chr>, loan_size_outstanding <dbl>,
#> #   loan_size_outstanding_currency <chr>, loan_size_credit_limit <dbl>,
#> #   loan_size_credit_limit_currency <chr>, sector_classification_system <chr>,
#> #   sector_classification_input_type <chr>,
#> #   sector_classification_direct_loantaker <dbl>, fi_type <chr>,
#> #   flag_project_finance_loan <chr>, name_project <lgl>,
#> #   lei_direct_loantaker <lgl>, isin_direct_loantaker <lgl>, id_2dii <chr>,
#> #   level <chr>, sector <chr>, sector_ald <chr>, name <chr>, name_ald <chr>,
#> #   score <dbl>, source <chr>

Next you should validate the matched data (learn how).

Finally, prioritize() takes matched data and picks rows of highest priority.

prioritize(matched)
#> # A tibble: 267 x 27
#>    id_loan id_direct_loant… name_direct_loa… id_intermediate… name_intermedia…
#>    <chr>   <chr>            <chr>            <chr>            <chr>           
#>  1 L151    C168             Shaanxi Auto     <NA>             <NA>            
#>  2 L152    C169             Shandong Auto    <NA>             <NA>            
#>  3 L153    C170             Shandong Kama    <NA>             <NA>            
#>  4 L154    C171             Shandong Tangju… <NA>             <NA>            
#>  5 L155    C173             Shanghai Automo… <NA>             <NA>            
#>  6 L156    C176             Shanxi Dayun     <NA>             <NA>            
#>  7 L157    C178             Shenyang Polars… <NA>             <NA>            
#>  8 L158    C180             Shuanghuan Auto  <NA>             <NA>            
#>  9 L159    C182             Sichuan Auto     <NA>             <NA>            
#> 10 L160    C184             Singulato        <NA>             <NA>            
#> # … with 257 more rows, and 22 more variables: id_ultimate_parent <chr>,
#> #   name_ultimate_parent <chr>, loan_size_outstanding <dbl>,
#> #   loan_size_outstanding_currency <chr>, loan_size_credit_limit <dbl>,
#> #   loan_size_credit_limit_currency <chr>, sector_classification_system <chr>,
#> #   sector_classification_input_type <chr>,
#> #   sector_classification_direct_loantaker <dbl>, fi_type <chr>,
#> #   flag_project_finance_loan <chr>, name_project <lgl>,
#> #   lei_direct_loantaker <lgl>, isin_direct_loantaker <lgl>, id_2dii <chr>,
#> #   level <chr>, sector <chr>, sector_ald <chr>, name <chr>, name_ald <chr>,
#> #   score <dbl>, source <chr>

We look forward to your feedback.

Acknowledgements

A big thanks to all 5 contributors who helped with ideas, code, or reviews: cjyetman, Clare2D, georgeharris2deg, koopmand, vintented.

2DegreesInvesting/r2dii.match documentation built on Sept. 12, 2022, 11:15 p.m.