Climate stress test of the Hungarian banking system

This paper presents the pilot top-down climate stress test of the Hungarian banking system over the 2020-2050 horizon. The focus is on a core indicator of financial soundness, the ratio of non-performing loans. Three scenarios are considered with different grades of compliance with the Paris Agreement. Results show that, by 2050, the sectoral excess ratios of non-compliance are scattering from 0 to 19 percentage points.

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Year of publication:	2022
Authors:	Bokor, László
Publisher:	Budapest : Magyar Nemzeti Bank
Subject:	climate stress test \| banking system \| non-performing loans \| sectoral granularity

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Series:	MNB Occasional Papers ; 147
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	1831997045 [GVK] hdl:10419/272881 [Handle]
Classification:	C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications ; G21 - Banks; Other Depository Institutions; Mortgages ; Q54 - Climate; Natural Disasters
Source:	EconStor

Persistent link: https://www.econbiz.de/10014303052