. Results of comparative analysis conducted for Poland, Austria, Romania and Hungary indicates that actions taken by the …

This paper examines to what extent household leverage - as measured by the debt-to-income (DTI) ratio - predicts … is effective for predicting delinquency. This evidence supports its use in financial regulation to improve household … credit risk assessment and control. …

-term transition scenarios, we document a significant variance among banks in their risk exposure, with the most exposed institutions …

We examine the existence of physical and transition climate risk premia in euro area equity markets. To do so, we … develop two novel physical and transition risk indicators, based on text analysis, which are then used to gauge the presence … of climate risk premia. Results suggest that climate risk premia for both, transition and physical climate risk, have …

The impact of strong emotions or mood on decision making and risk taking is well recognized in behavioral economics and … weather conditions. This paper provides the theoretical framework to study the impact of weather through its influence on bank … manager's mood on bank inefficiency. In particular, we provide empirical evidence of the dynamic interactions between weather …

An issue that has not been dealt in the literature refers to the relationship between bank loan efficiency and weather … between weather and bank loan efficiency, using a panel data set that includes 69 banks operating in the US spanning the … orthogonalised impulse response functions and variance decompositions, which show responses of the main variables, weather and bank …

The insurance industry could potentially play a greater constructive role in mitigating climate risk by aligning with …

Climate risk impacts the insurance industry on both sides of the balance sheets. On the one hand, rising weather …

This article discusses some policy options that central banks may find useful in dealing with climate change risk in … studies that suggest policy solutions to help central banks and other financial sector regulators deal with the risk that … change capital surcharge; impose a fixed-rate risk capital - based on Tier 2 capital; a reduction in lending to industries …

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 …