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What's the cost of "Saving the Planet" for Banks? : assessing the indirect impact of climate transition risks on Slovak banks' loan portfolios
Kalman, Jozef; Klacso, Ján; Vasiľ, Roman; Zeman, Juraj - 2023
Persistent link: https://www.econbiz.de/10014338439
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"Making financial sense of the future" : actuaries and the management of climate-related financial risk
Taylor, Nick - In: New political economy 28 (2023) 1, pp. 57-75
Persistent link: https://www.econbiz.de/10013493201
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Generation of Climate Shock Scenarios Using An Agent Based Model
Berrahoui, Mourad; Mounfield, Craig - 2023
to track pre- and post shock dynamic trajectories of the economic and financial systems evolution in response to a simple … financial scenarios can arise from a particular climate shock narrative. Specifically, we consider the impact of a short …-lived (but significant) physical climate shock to the economy. This is then followed some time later by a fiscal (tax) policy …
Persistent link: https://www.econbiz.de/10014352735
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ECB economy-wide climate stress test : methodology and results
Alogoskoufis, Spyros; Dunz, Nepomuk; Emambakhsh, Tina; … - 2021
Climate change is one of the greatest challenges facing humankind this century. If left unchecked, it is likely to result in more frequent and severe climatic events, with the potential to cause substantial disruption to our economies, businesses and livelihoods in the coming decades. Yet the...
Persistent link: https://www.econbiz.de/10012627188
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Climate Stress Testing
Jung, Hyeyoon; Engle, Robert F.; Berner, Richard - 2021
Climate change could impose systemic risks upon the financial sector, either via disruptions in economic activity resulting from the physical impacts of climate change or changes in policies as the economy transitions to a less carbon-intensive environment. We develop a stress testing procedure...
Persistent link: https://www.econbiz.de/10013211572
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The heat is on : a framework for measuring financial stress under disruptive energy transition scenarios
Vermeulen, Robert; Schets, Edo; Lohuis, Melanie; … - 2019
Persistent link: https://www.econbiz.de/10011980509
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TRISK - A Climate Stress Test for Transition Risk
Baer, Moritz; Caldecott, Ben; Kastl, Jacob; … - 2022
Climate change has the potential to impact the stability of the financial system. We develop a climate stress test that translates climate transition risks affecting individual firms and economies to shocks affecting the financial system. As part of this, we present a forward-looking risk...
Persistent link: https://www.econbiz.de/10014238199
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Bank Stress Testing of Physical Risks Under Climate Change Macro Scenarios : Typhoon Risks to the Philippines
Hallegatte, S.; Lipinsky, Fabian; Morales, Paola; Oura, … - 2022
Bank stress tests of climate change risks are relatively new, but are rapidly proliferating. The IMF and World Bank staff collaborated to develop an experimental macro scenario stress testing approach to examine physical risks for banks by building a dynamic stochastic general equilibrium model...
Persistent link: https://www.econbiz.de/10013492150
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Climate Stress Testing
Acharya, Viral V.; Berner, Richard; Engle, Robert F.; … - 2023
We explore the design of climate stress tests to assess and manage macroprudential risks from climate change in the financial sector. We review the climate stress scenarios currently employed by regulators, highlighting the need to (i) consider many transition risks as dynamic policy choices;...
Persistent link: https://www.econbiz.de/10014355670
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Climate Stress Testing
Acharya, Viral V.; Berner, Richard; Engle, Robert F.; … - 2023
We explore the design of climate stress tests to assess and manage macro-prudential risks from climate change in the financial sector. We review the climate stress scenarios currently employed by regulators, highlighting the need to (i) consider many transition risks as dynamic policy choices;...
Persistent link: https://www.econbiz.de/10014358374