This report examines inclusive credit's impact using a five-factor framework: who, how, what for, where, and when. Drawing on 405 studies and machine learning analysis, it advocates for "precision credit"—matching product design to borrower circumstances—to move beyond average effects and ensure meaningful developmental outcomes in emerging markets.

This report critiques sovereign ceiling practices in credit ratings for emerging market infrastructure. It proposes a disaggregated framework to assess eight specific transmission channels and mitigants, arguing that empirical data shows high survival rates for well-structured projects during sovereign crises, contrary to current blanket rating caps.

This report examines rising systemic vulnerabilities driven by interconnected financial, digital, natural, and socio-economic risks. It highlights the gap between market pricing and actual risk, noting how AI, climate change, and geopolitical fragmentation amplify potential crises. It proposes collaborative monitoring and expanded risk-transfer capacity to strengthen global resilience.

CGAP introduces Precision Causal Modelling to help financial providers identify which product configurations work for specific client segments. Piloted across five institutions, the methodology revealed delivery gaps of 32 to 84 percentage points. Key findings highlight the importance of right-sizing loans and monitoring delinquency trajectories to improve client outcomes.

This working paper introduces a multidimensional framework for measuring financial health, grounded in 70 global initiatives. It translates G20/GPFI definitions into 17 indicators across six constructs, providing financial sector authorities with practical tools for diagnostic, evaluative, and early warning analysis using administrative and survey data.

This report explores financial markets as complex adaptive systems, advocating for modelling techniques like agent-based models and network theory. It highlights how these tools improve systemic risk analysis and portfolio management by capturing non-linear behaviours, herding, and interconnectedness, providing a framework for more resilient and adaptive global financial systems.

This report provides six policy considerations for financial sector authorities to promote competition and advance financial inclusion. Drawing on eight country case studies, it explains how regulators can use existing mandates, coordinate across sectors, and leverage infrastructure design to address market concentration and support digital financial innovation.

Curating 56 successful fraud protection solutions, this report details strategies across intelligence sharing, telecom security, and biometrics. It highlights how AI-driven oversight and multi-sector collaboration, such as Malaysia's NSRC and UK's reimbursement rules, can reduce losses and restore consumer trust in digital financial ecosystems.

This benchmark series examines global asset owner attitudes and approaches to sustainable investment. It tracks adoption levels, thematic priorities, and perceived barriers across diverse regions and asset classes. The research provides factual insights into how sustainability factors are integrated into core investment practices, aiding portfolio construction and risk management.

This report examines India’s power sector transition from a credit perspective. It highlights the structural divergence between renewable and thermal assets, identifies bottlenecks in domestic debt markets, and recommends strategies to unlock large-scale financing, including the pivotal role of NTPC and the need for deeper institutional investor participation.

This report examines Indonesia’s sovereign wealth fund, Danantara, and its role in the energy transition. It highlights the fiscal risks of subsidy-dependent energy SOEs and recommends a strategic shift towards renewables. Drawing on global SWF experiences, it advocates for portfolio diversification to ensure long-term profitability and national energy security.

The NGFS 2026 Nature Package offers central banks and supervisors practical tools to integrate nature-related risks into financial stability assessments and macroeconomic modelling.

A dataset and analysis by Climate Central tracking fire weather trends across the U.S. from 1973 to 2025. It helps users understand the increasing frequency of high heat and low humidity conditions that drive wildfire risk.

The Green Central Banking Scorecard is a benchmark series that ranks G20 central banks and financial regulators on their progress in integrating environmental considerations into their operations. It assesses institutions across research and advocacy, monetary policy, financial policy, and leading by example categories to encourage a just green transition.

This report examines the role of catalytic capital in Australia, exploring how flexible, risk-tolerant investment can mobilise private capital for social and environmental impact. It defines the current market, identifies barriers to growth, and provides case studies of successful deployment across philanthropic, government, and institutional sectors.

This legal opinion examines how the Trusts Act 2019 enables New Zealand trustees to engage in impact investing. It reframes fiduciary duties, addresses perceived barriers like SIPO wording, and provides practical realities for organisations seeking to align capital investments with charitable purposes while generating financial returns.