Schult, Alexander; Müller, Sebastian; Friedl, Gunther; … - In: Schmalenbach Journal of Business Research (SBUR) 76 (2024) 1, pp. 63-111
Addressing recent calls by European regulatory and supervisory authorities, we develop a new bottom-up climate risk assessment method to examine the resilience of the European banking industry regarding transitory climate risks. We illustrate our approach by estimating the impact of a 50-100 EUR...