Environmental pollution is one of the most significant challenges facing the modern world. Highly developed countries actively seek methods to reduce negative environmental impacts while maintaining their manufacturing productivity. This paper addresses the issue of green risk assessment in financial companies, which conduct industry-related operational activities that contribute to environmental pollution. Additionally, the issuance and trading processes of green quotas are examined. An agent-based model is proposed to simulate the activities of financial companies and to analyze their performance outcomes. The paper describes the key elements of the model and outlines a step-by-step method for building agent-based model. The modelling was performed using real-world data and the obtained results are presented and analysed.