Climate risk is one of the type of risks in a bank's portfolio which is not fully recognized, and its impact on the … future overall risk changes is hidden due to lack of sufficient knowledge at the moment. One of the most common data comes … from Network for Greening the Financial System (NGFS) scenarios related to climate change (physical risk) and climate …

year, or one breach expected per thousand years. The capital needed to provide this protection is known as Value at Risk or …

We investigate the extent to which various structural risks exacerbate the materialization of cyclical risk. We use a … role in explaining the severity of cyclical and credit risk materialization during financial cycle contractions. Among …

climate mitigation, and the direction of the risk is identified through manual labels. The documented risk premium indicates …

In this paper, we investigate how climate risk impacts the sovereign risk, the stock market evolution, and the degree … as a percentage of GDP. Moreover, the climate risk leads to an increase in sovereign risk only across inferior quantiles … competitiveness of a country is influenced to a small extent by the level of climate risk. This could be a consequence of concerns …