The importance of the financial sector outcomes for the low-carbon transition is starting to be widely recognized by international institutions. Different global average temperature pathways give rise to different societal net impact of the transition, as measured by the main macroeconomic variables. The drastically different effects of an orderly transition and a disorderly one over the financial sector and back to the real economy is now qualitatively understood but there is a lack of a quantitative setup to study the phenomenon. The IAM-CFR framework recently developed by Battiston et. Al gives general guidelines to implement models which blend together the Integrated Assessment Models (IAM), which describe the “physical” sectors of the economy and the the financial sector, whose relevant variables are modeled by the use of Climate Financial Risk (CFR) methodology.