contrast, using forward-looking measures of climate risk at the U.S. county-level, we provide evidence that banks’ non … increasing climate risk of three specific types (hurricanes, water stress, and wildfires) over time. We show that two channels …

management of transition risk exposures. Banks that signed the Net-Zero Alliance have reduced their exposures compared to non …

Conventional collateral requirements are highly conservative but are not explicitly designed to deal with systemic risk …. This paper explores the adequacy of conventional collateral levels against systemic risk in the Canadian futures market … during the 2008 crisis. Our results show that conventional collateral levels adequately absorb crisis-level systemic risk …

important data gap. We focus on German banks and measure their exposure to climate risk using CO2 emissions reported for German … bank risk, and investigate the concentration of emissions, companies, and plants within the portfolios of German banks …

preferred to stay traditional banks? How the models chosen by banks translated into their risk-return profiles? And finally …, which banking model makes the world safer? This article raises these issues. It shows that heterogeneity in the banking … in trading and do not diversify. Therefore, the most “optimal” from risk-return profile seems to be the “balanced” model …

substantial increase in systemic risk. The effect is more pronounced for banks with higher climate change exposure, higher loan … states, we find that climate adaptation actions lessen systemic risk due to climate change. Our findings provide suggestive …

and practitioners. By adopting a network approach to financial dependencies, we look at how climate policy risk might …

This paper quantifies the loan exposure to elevated environmental risk sectors of the banking system in the USA, EU … framework if prudential regulation of environmental risks is to be considered: the consideration or not of climate risk as … credit risk and the impact of environmental risks over probabilities of default over the entire business cycle …