Together, ICE and DeltaTerra’s joint solution translates physical climate risk estimates into financial risk assessments, including asset price depreciation risk and default risk for mortgage-backed securities.

Intercontinental Exchange and DeltaTerra Capital announced a collaboration to offer climate-adjusted credit risk analytics for residential and commercial mortgage-backed securities.

The new joint offering integrates ICE’s Physical Climate Risk Data with DeltaTerra’s climate analytics, financial risk models, and market data to deliver risk impact estimates for investors in the residential and commercial mortgage-backed securities markets.