Just Annual Report and Accounts 2024

Just Group plc | Annual Report and Accounts 2024

46

sustainability: TCFD continued

SUMMARY OF KEY RISKS Our climate risk assessment remains that our investment portfolio is the area with the largest potential exposure to climate-related transition and physical risks. As we continue to develop our process some new key risks have been identified in the reporting period, which can be seen in the table below and are covered in more detail within the Further analysis of key risks section on page 48. The table below shows the key risks that have been identified and whether there have been any changes in risk exposure for those identified in the previous reporting period. Additionally, the key risks are categorised as either a physical or transition risk, or both. Physical risks are those related to the physical effects of climate change and transition risks are those relating to an economy-wide transition to a low-carbon economy. We treat the timescale as to when we could expect the risk to become a material concern to the business.

Risk

Impact

Type

Timescale

Mitigation

2024 change

More stringent energy performance standards for commercial and residential property

Property values may fall below the level of the loan leading to losses

Transition

5 – 10 years

Fund EPC ratings for new LTM customers to improve the energy performance data we hold and help borrowers to improve the energy efficiency of their property. We offer discounted mortgage rates to customers with more energy efficient homes. Potential government assistance for property owners’ energy improvement costs. Consider energy performance ratings when lending on LTMs. Structure commercial loans to include key performance indicators for energy efficiency and other climate-related factors. Potential government action to protect populated areas. Review technical and environmental due diligence reports to avoid vulnerable infrastructure and income producing real estate.

No change to risk identified

Increased impacts and threats from flooding and coastal erosion and furthermore that particular geographical areas become uninsurable or uninvestable. Green investments become difficult to source or produce lower yields

For infrastructure and income producing real estate, the borrower’s ability to service and repay the loan could be affected by increased costs due to physical risks Unable to meet the objectives outlined under our Responsible Investment Framework while meeting investment return needs Income should continue but with increased risk of default if issuers cannot refinance at an affordable price Reputational damage from failing

Physical

<5 years

No change to risk identified

Transition

<5 years

Increase the range of sources of origination for potential investments. Availability of green investments expected to continue to increase due to government focus.

No change to risk identified

Credit investments seen as exposed to climate risks lose market value

Transition and physical

10+ years

Reduce and avoid such investments in line with the Responsible Investment Framework.

No change to risk identified

Targets for reducing emissions are missed by Just

Transition

<5 years

Commit and align with initiatives required to reduce emissions. Monitor progress. Pursue Responsible Investment Framework and align with relevant external initiatives/guidance. Enhance LTM proposition strategy to support customers with energy efficiency improvements. Engage with our supply chain to reduce their emissions.

Marginal increase to risk identified

to meet stated commitments

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