London, 1 April 2026 - Trex, a University of Exeter spin out, today announces the launch of Trex Tipping Point Scenarios (TPS) Climate, a new platform designed to help financial institutions better understand climate risk in an increasingly non-linear world. 

 The platform is built on a new analytical approach, Dynamic Systems Intelligence.  It models how climate risks interact, amplify and cascade, capturing the tipping points, feedback loops and compounding shocks that traditional linear models are not designed to see. 

 A New Standard for Climate Intelligence

Trex TPS Climate combines unique non-linear macroeconomic modelling, system-level dynamics and asset-level data to assess climate risks across regions, sectors and companies.  The platform captures both top down and bottom-up transition and physical risks, including tail risks, compounding shocks and tipping points, and links these to near-term, decision-relevant investment horizons. It is delivered as decision-ready intelligence or integrated data streams that feed internal models and AI workflows.

 Beyond Linear Climate Models

Jack Oliver, Co-CEO, Trex said, “Most climate risk analysis today relies on established frameworks such as NGFS scenarios. While these support regulatory reporting, they are based on assumptions that our world moves gradually”. Willemijn Verdegaal, Co-CEO, Trex adds “But the real world is not slow, neat or predictable.  It is increasingly uncertain and unknowable. Trex TPS Climate provides the complementary lens that addresses the gap so firms can make informed, useful investment decisions.” 

 Exclusive Partnership with Cambridge Econometrics

At the core of the platform is an exclusive partnership with Cambridge Econometrics, a global economics firm specialising in macroeconomic modelling, to use their E3ME-FTT model for financial institutions.  Phil Summerton, CEO, Cambridge Econometrics said of the collaboration, “As climate impacts become more volatile and interconnected, decision‑makers need tools that reflect how the world actually behaves. Trex brings a genuinely new way of thinking to climate risk - one that embraces complexity rather than smoothing it away - and we’re excited to be part of that.” 

 What it means for financial institutions

Regulators have flagged that traditional models may not capture non-linearities and tipping points. Trex TPS Climate reveals investment risks and opportunities and strengthens regulatory reporting workflows where needed. For firms making capital allocation, lending and investment decisions, understanding non-linear systemic risk is no longer optional.

Trex TPS Climate will be available from 1 April 2026, with private briefings now open.

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 Notes to editors: 

1/ Trex also collaborates with S-Curve Economics, The Open University, University of Massachusetts Amherst, with many of their academics contributing to our methodology.

About Trex 

Trex is a commercial spin out from the University of Exeter.  Trex Climate is our inaugural capability, focused on energy transition dynamics and extreme weather hazards. It models plausible, extreme and baseline scenarios, generating more than 1 billion data points and capturing non-linear feedbacks and tipping points. It identifies both threats and opportunities to support lending, investment, insurance and corporate planning decisions over the short to medium term.  https://trexanalysis.com/

About Cambridge Econometrics  

Cambridge Econometrics is an independent global economics consultancy that helps organisations make informed strategic and policy decisions by providing clear, actionable insights through the effective use of evidence. Through our peer-reviewed and NGFS recognised macroeconomic model E3ME, our climate scenario analysis experts support the finance sector by simulating the interactions and dynamics of the economy, testing the impact of different global temperature pathways, and quantifying the impacts of physical and transitional climate risks.  https://www.camecon.com/