Climate Stress Test of the Hungarian Banking System

László Bokor

No 2022/147, MNB Occasional Papers from Magyar Nemzeti Bank (Central Bank of Hungary)

Abstract: This paper presents the pilot top-down climate stress test of the Hungarian banking system over the 2020-2050 horizon. The focus is on a core indicator of financial soundness, the ratio of non-performing loans. Three scenarios are considered with different grades of compliance with the Paris Agreement. Results show that, by 2050, the sectoral excess ratios of non-compliance are scattering from 0 to 19 percentage points.

Keywords: climate stress test; banking system; non-performing loans; sectoral granularity (search for similar items in EconPapers)
JEL-codes: C51 C53 G21 Q54 (search for similar items in EconPapers)
Pages: 30 pages
Date: 2022
New Economics Papers: this item is included in nep-ban, nep-ene and nep-env
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:mnb:opaper:2022/147

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