are translated into aggregate estimates of credit risk indicators. The micro approach uses firm- level balance sheet and …, highlighting the importance of concentration risk in bank portfolios. …

bank climate stress tests and borrowers‘ reductions in transition risk. …

-related shocks on the financial system developing rapidly. This paper analyzes the conceptual steps in Climate Risk Stress Testing … approaches to CRST (macro-financial, micro-financial, non-structural, and disaster risk). We find that existing CRST exercises …

identify an asymmetric information problem: borrowers signal low financial risk to banks who are uncertain about borrower risk …

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

costs. The importance of applying a good liquidity risk measurement system becomes apparent. The present paper provides an … approach to the measurement of liquidity maturity transformation risk within a stress testing framework, for middle-sized banks …. The costs of liquidity arising due to a downturn in refinancing conditions are calculated by using modern risk measures …

the US banking stress tests on banks' equity prices, credit risk, systematic risk, and systemic risk during the 2009 … spreads declined in response to the disclosure of stress test results. We also find that bank systematic risk, as measured by … systemic risk …

U.S. banking organizations' exposure to climate risks with implications for risk management practices and supervisory …