This paper studies the relationship between the riskiness of banks' assets and their average risk weight. Banks …' initial risk weights explain about half of the variation in projected credit losses in the 2018 European Banking Authority … between risk weights and estimates of banks' asset volatilities based on market data. However, I also find issues with risk …

This paper aims to assess the level of credit risk (from the perspective of default risk) among Polish households … associated with the physical risks of climate change. In order to determine the potential impact of the physical risk of climate … change on household credit risk, we conducted CAWI interviews with 1,006 borrowers residing in different Polish voivodeships …

, which are disproportionately affected by climate change, raises significant concerns. This study shows that sovereign risk …. Countries with elevated risk levels are disproportionately vulnerable to climate change compared to their lower-risk … vulnerability to climate change, in terms of sovereign risk, particularly for countries with low spreads and long-term debt …