Climate Risk Contagion of U.S. Banks

“We examine the impact of the U.S. withdrawal from the #parisagreement on the relationship between #climaterisk and #systemicrisk of #us #globalbanking. We find that after 2017, investors stopped pricing climate risk into U.S. systemic risk directly, consistent with domestic investors expecting climate risk #deregulation. However, climate risk still indirectly impacts the U.S. systemic risk through […]

Crisis Risk and Risk Management

#riskmanagement #geopoliticalrisk“The frequency of economic and #financialcrises is not increasing, but #politicalcrises can make #economiccrises more likely. The paper suggests that feedback between non-economic and economic crises can be important, but there is no comparable evidence for #climaterisk.” Lire

Climate Risk Transfer vs Risk Reduction: Do Insurance-Based Incentives Promote Investment in Adaptation to Climate Change?

#insurance #climaterisk“This paper discusses the relationship between the financial constraints faced by infrastructure assets due to #floodrisk exposure and their ability to finance adaptation to such #risks through internal resources. #risktransfer mechanisms such as #floodinsurance were shown to be a consistent channel leading to increases in #riskreduction through adaptation. “ Lire

Climate Stress Testing

This paper that explores the design of #climate #stresstests to assess #macroprudential #risks from #climatechange in the #financialsector. The authors review current climate stress #scenarios employed by #regulators, highlighting the need to consider dynamic policy choices, better understand feedback loops between climate change and the economy, and explore compound #riskscenarios. They argue that more research is needed to identify channels through which plausible scenarios can impact credit risks, […]

Climate Risk and Canadian Banks: Is More Capital Required?

It highlights the increasing #regulatory focus on #climaterisk faced by #canada‘s #banks, both domestically through the #osfi and globally through the adoption of guidelines proposed by the #tcfd. As regulators seek to impose more #monitoring, #disclosure, and mitigation obligations on #financialinstitutions, the article raises whether banks’ #capitalrequirements should be increased to reflect the #risks associated with #climatechange. Lire

Quantifying Uncertainty and Sensitivity in Climate Risk Assessments: Varying Hazard, Exposure and Vulnerability Modelling Choices

“We present a novel approach to quantify the uncertainty and sensitivity of risk estimates, using the CLIMADA open-source climate risk assessment platform. This work builds upon a recently developed extension of CLIMADA, which uses statistical modelling techniques to better quantify climate model ensemble uncertainty. Here, we further analyse the propagation of hazard, exposure and vulnerability […]

Analysis of New Models of Emerging Risk for Insurance Companies: The Climate Risk

“We aim to analyze strategies for assessing and managing new risks that affect the insurance industry, considering the regulatory requirements that the company must follow. To this end, the open-source software Climada was examined. This software uses stochastic forecasting models such as ARCH, GARCH, and ARIMA. Through real data obtained during an internship at E&Y, […]

Climate Risk, ESG Performance, and ESG Sentiment for U.S. Commercial Banks

“Climate risk is positively associated with the environmental, social, and governance (ESG) performance of banks and negatively associated with the stakeholder ESG sentiment towards them. Negative sentiment due to such exposure is associated with worse financial performance and lower stock returns, but stronger ESG performance mitigates these adverse effects.” Lire

Estimating German Bank Climate Risk Exposure using the EU Emissions Trading System

” We focus on German banks and measure their exposure to climate risk using CO2 emissions reported for German firms in the European Union Emissions Trading System (EU ETS). … Overall, our approach accounts for 61.25% of the German emissions covered under the EU ETS. We document that only 19 German banks concentrate 95.88% of the total CO2 […]

The impact of climate transition risks on financial stability. A systemic risk approach.

“We find that default premium, yield slope and inflation are the main drivers of climate transition risk, and that, in terms of capital shortfall, the cost of rescuing more risk-exposed financial firms from climate transition losses is relatively manageable. Simulation of climate risks over a five-year period shows that disorderly transition can be expected to imply significant […]