Climate stress test of the Hungarian banking system

László Bokor

This paper presents the pilot top-down climate stress test of the Hungarian banking system over the 2020-2050 horizon. The focus is on a core indicator of financial soundness, the ratio of non-performing loans. Three scenarios are considered with different grades of compliance with the Paris Agreement. Results show that, by 2050, the sectoral excess ratios of non-compliance are scattering from 0 to 19 percentage points.

MoreLess

Year of publication:	December 2022
Authors:	Bokor, László
Publisher:	Budapest : Magyar Nemzeti Bank
Subject:	climate stress test \| banking system \| non-performing loans \| sectoral granularity \| Ungarn \| Hungary \| Kreditrisiko \| Credit risk \| Finanzsystem \| Financial system \| Klimawandel \| Climate change \| Bank \| Notleidender Kredit \| Non-performing loan \| Finanzsektor \| Financial sector \| Stresstest \| Stress test \| Szenariotechnik \| Scenario analysis \| Kreditgeschäft \| Bank lending

freely available

Full text |

More access options

www.mnb.hu

Check Google Scholar

In German libraries (KVK)

I need help

Extent:	1 Online-Ressource (circa 30 Seiten) Illustrationen
Series:	MNB occasional papers. - Budapest : [Verlag nicht ermittelbar], ISSN 1585-5678, ZDB-ID 2224669-1. - Vol. 147
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper
Language:	English
Other identifiers:	hdl:10419/272881 [Handle]
Classification:	C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications ; G21 - Banks; Other Depository Institutions; Mortgages ; Q54 - Climate; Natural Disasters
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013489715