Just Annual Report and Accounts 2023

44 | Just Group PLC | Annual Report and Accounts 2023

SUSTAINABILITY STRATEGY: TCFD DISCLOSURE FRAMEWORK continued

The nature of the key risks have not changed in the reporting period but some areas have evolved as we move closer to our net zero target in the absence of government policy change. The table below shows key risks and whether there have been any changes in risk exposure:

Summary of key risks Our climate risk assessment remains that our investment portfolios (Credit portfolio and LTM Portfolio) are the areas with the largest potential exposure to climate-related transition and physical risks.

Risk

Impact

Type

Timescale

Mitigation

2023 change/update

No change to risk identified

More stringent energy performance standards – commercial and residential property

Residential 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. Potential government assistance for property owners’ energy improvement costs. Seek ways of helping lifetime mortgage borrowers to improve energy performance standards. 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. Vary lending policy to avoid vulnerable residential and commercial properties.

Increased impacts and threats from flooding and coastal erosion

For residential and commercial mortgages, 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 out 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 to meet stated commitments Reputational damage due to failure to maintain commitments

Physical

10 years+

No change to risk identified

Green investments become difficult to source or produce lower yields

Transition

<5years

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

<15 years

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

No change to risk identified

Targets for reduced Scope 1 and 2 emissions are missed by Just Targets for reduced Scope 3 emissions are missed by Just

Transition

<5years

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

No change to risk identified

No change to risk identified

Transition

5 – 10 years

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