Bank stress tests of climate change risks are relatively new, but are rapidly proliferating. The IMF and World Bank … building a dynamic stochastic general equilibrium model linked to global climate and a catastrophe risk model specifically for … drawing strong conclusions about the relevance of climate risk, as the model focused only on typhoons' physical capital …

risk events driven by climate change, rather than just individual extreme events, to better understand financial stability …

This paper investigates macroprudential policy effects on bank systemic risk and the role of inflation targeting in … tightening of most macroprudential tools-including DSTI and LTV limits, and capital requirements-reduces bank systemic risk …

PROBABILITY AND DEFAULT CORRELATION, IN STCDOS -- IV. IDIOSYNCRATIC AND SYSTEMIC RISK IN STCDO TRANCHES -- V. DATA AND EMPIRICAL …

climate risk analysis …

This paper presents a simple heuristic measure of tail risk, which is applied to individual bank stress tests and to …

Climate change poses an unprecedented challenge to the world economy and the global financial system. This paper sets … climate mitigation, and the direction of the risk is identified through manual labels. The documented risk premium indicates …

prone to a banking crisis? Using model simulations and econometric estimates based on a world-wide dataset, we find an M …