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RMI-PACTA / workflow.aggregate.loanbooks

This repository produces analyses used to compare the loan books across many banks, including bulk PACTA runs and aggregation metrics including plots.
MIT License
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exposure-weighted aggregate alignment for BO/PO should use net exposure weight #49

Closed jacobvjk closed 1 year ago

jacobvjk commented 1 year ago

methodological issue: currently, we disaggregate the company level net alignment metric into build out and phase out (BO/PO) components. these need to sum up to the net value. When aggregating to the loan book level by applying exposure weights of each company based on the matched loan book, we currently weight the company level BO/PO metrics by a weight that is split based on the production shares of build out and phase out technologies for the given company. This is wrong, as the disaggregated metric already includes this split. Instead they need to be weighted with the net exposure to ensure that the disaggregation of the exposure-weighted net aggregate alignment also sums up as BO + PO = Net

jacobvjk commented 1 year ago

this is entirely covered on the package side: https://github.com/RMI-PACTA/pacta.aggregate.loanbook.plots/pull/88