This paper develops a framework for the short-term modelling of market risk and shock propagation in the investment … in particular climate risk, with a first-of-its-kind dual view of transition and physical climate risk exposures at the … fund level. So far, while fund managers communicate more aggressively on their awareness of climate risk, it is still …

This paper quantifies the loan exposure to elevated environmental risk sectors of the banking system in the USA, EU … framework if prudential regulation of environmental risks is to be considered: the consideration or not of climate risk as … credit risk and the impact of environmental risks over probabilities of default over the entire business cycle …

global financial stability. Consequently, various risk detection tools alongside capital adequacy and liquidity measures …

in our Report on Financial Stability. In the former, we focus mostly on credit risk but also take into account losses due …