#Climate Risk

/ Featured Publications

JIT

The Impact of ECB Banking Supervision on Climate Risk and Sustainable Finance

Pill

Green-Supporting Factors, Brown-Penalising Factors and the Prudential Framework

Pill

IFRS 9 Overlays and Model Improvements for Novel Risks

Pill

The Impact of ECB Banking Supervision on Climate Risk and Sustainable Finance

Pill

Report on the Monitoring of Climate-Related Risk to Financial Stability

Pill

US Treasury Releases Joint Policy Statement and Principles on Voluntary Carbon Markets (VCM)

Pill

Designing a Macroprudential Capital Buffer for Climate-Related Risks

Pill

Beyond Climate, Addressing Financial Risks from Nature and Biodiversity Loss

Pill

Federal Reserve Board Releases Summary of the Exploratory Pilot Climate Scenario Analysis (CSA) Exercise that it Conducted with Six of the Nation’s Largest Banks

Pill

Climate Change-Related Statistical Indicators

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The Role of Climate Scenario Analysis in Strengthening the Management and Supervision of Climate-Related Financial Risks

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ESRB Publishes Report on How Climate-Related Risks are Reflected in IFRS Financial Statements

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Continues Building Climate Resilience

Pill

Business as Usual - Bank Climate Commitments, Lending, and Engagement

Pill

Portfolio Decarbonisation Strategies, Questions and Suggestions

Pill

Business Operational Risks and Insurance Coverage - Evidence from the RBLS Survey of Banks

Pill

Union-Wide Strategic Supervisory Priorities 2024-2026

JIT

ECB Report on Risks from Misalignment of Banks’ Financing with the EU Climate Objectives

Pill

Transition Finance in the Debt Capital Market

Pill

FSB Sets Out 2024 Work Programme

JIT

ECB - SSM Supervisory Priorities 2024-2026

Pill

ESMA Presents Methodology for Climate Risk Stress Testing and Analysis of the Financial Impact of Greenwashing Controversies

Argo Collection

Argo Collection N.05 - 2023 - Winter

RPS

Market Risk Modeling Extension with Climate and Environmental Risk Factors

JIT

EBA - One-off Fit-for-55 Climate Risk Scenario Analysis

Argo Magazine

Argo Magazine N.24 - 2023

JIT

Climate-related Financial Disclosures of the Eurosystem’s Corporate Sector Holdings for Monetary Purposes

Argo Magazine

Argo Magazine N.23 - 2023

JIT

ECB – Towards Climate-related Statistical Indicators

JIT

The EBA Roadmap on Sustainable Finance

RPS

ESG Climate Scenarios: a Dedicated Framework

JIT

BCBS – Frequently Asked Questions on Climate-Related Financial Risks Focus on Credit Risk

JIT

ECB: Thematic Review on Climate and Environmental Risks

JIT

ECB Climate Stress Test – Overview on Best Practices

RPS

Bank of Italy: Supervisory Expectations on Climate and Environmental Risks

RPS

Lessons Learnt on 2022 Climate Stress Test

Argo Collection

Argo Collection N.04 - 2022 - ESG

JIT

Climate Risk Stress Test 2022​

JIT

Capturing Risk Differentials from Climate-related Risks

JIT

Climate Risk Measurement of Asset Eligible as Collateral for Refinancing Operations – Focus on Asset Backed Securities (ABS)

JIT

Banca d'Italia - Aspettative di Vigilanza sui Rischi Climatici e Ambientali

JIT

The Low-carbon Transition, Climate Commitments and Firm Credit Risk

JIT

ECB: The State of Climate and Environmental Risk Management in the Banking Sector

JIT

Principles for the Effective Management and Supervision of Climate-related Financial Risks

RPS

Climate Change Risk: Guidelines for Financial Institutions and Stress-Test Frameworks

JIT

2022 SSM Climate Risk Stress Test: Scope, Scenarios and Methodology provided by ECB to Banks

JIT

ECB Economy-wide Climate Stress Test: Methodology and Results

JIT

ESG: Climate-related Risk and Financial Stability

JIT

ESG: EBA - Mapping Climate Risk: Main Findings from the EU-wide Pilot Exercise

JIT

ESG: BIS – Climate-related Risks – Measurement Methodologies and their Transmission Channels

JIT

Climate Change Risks: Overview, Supervisory Expectations and Implications for Financial Institutions

JIT

Climate Stress Test Banque de France’s First Pilot Exercise: Main Results and Methodology - Focus on Transition Risk

JIT

ECB Guide on Climate-Related and Environmental Risks: Supervisory Expectations

RPS

Climate Change Risk: Overview of the Current Landscape and Next Steps for Financial Institutions

Argo Magazine

Argo Magazine N.19 - 2020

JIT

Guide on Climate-Related and Environmental Risks

JIT

Climate Change Risk Overview on the Regulatory and Supervisory Evolution

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