Christina E. Bannier: Integrating Climate Risks in Bank Risk Management and Capital Requirements, Kartoniert / Broschiert
Integrating Climate Risks in Bank Risk Management and Capital Requirements
Buch
lieferbar innerhalb 2-3 Wochen
(soweit verfügbar beim Lieferanten)
(soweit verfügbar beim Lieferanten)
Aktueller Preis: EUR 42,66
- Verlag:
- Springer Fachmedien Wiesbaden, 03/2025
- Einband:
- Kartoniert / Broschiert
- Sprache:
- Englisch
- ISBN-13:
- 9783658470609
- Artikelnummer:
- 12245281
- Umfang:
- 200 Seiten
- Gewicht:
- 345 g
- Maße:
- 240 x 168 mm
- Stärke:
- 12 mm
- Erscheinungstermin:
- 27.3.2025
- Hinweis
-
Achtung: Artikel ist nicht in deutscher Sprache!
Klappentext
This open-access book provides readers with a comprehensive, practical and timely discussion of how to navigate the integration of climate-related considerations into bank risk management, including key methodologies, processes and implications.Climate risks pose new and complex challenges to traditional risk management. The authors examine the integration of climate risks into the risk management practices and capital requirements of large credit institutions, with a focus on entities supervised by the European Central Bank (ECB). Drawing on insights from expert interviews and disclosure reports, their analysis sheds light on both emerging approaches and key challenges. Focus areas, contextualized within the Basel framework, include minimum capital requirements for credit risk, internal capital adequacy assessments (covering risk identification, quantification, stress testing and capital allocation), risk appetite frameworks, and supervisory review processes.
Contents
Internal models for credit risk
Scenario analysis and climate stress tests
Capital adequacy assessments
Risk appetite frameworks
Supervisory review process
The authors
Alix Auzepy is a research assistant and doctoral candidate at the Chair of Banking and Finance at the Justus-Liebig-University Giessen, Germany.
Christina E. Bannier is a Professor of Banking and Finance at the Justus-Liebig-University Giessen, Germany.

Christina E. Bannier, Alix Auzepy
Integrating Climate Risks in Bank Risk Management and Capital Requirements
Aktueller Preis: EUR 42,66