Results of the 2022 climate risk stress test of the Eurosystem balance sheet

Maximilian Germann, Piotr Kusmierczyk and Christelle Puyo

Economic Bulletin Boxes, 2023, vol. 2

Abstract: In 2022 the ECB conducted a climate risk stress test of some of the major financial exposures on the Eurosystem balance sheet. This box details the key features of the exercise and its main outcomes. JEL Classification: C53, C58, D81, E58, G32, Q54

Keywords: Climate change; climate risk scenarios; climate risk stress test; Eurosystem balance sheet; NGFS; physical risk; risk management; transition risk (search for similar items in EconPapers)
Date: 2023-03
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Persistent link: https://EconPapers.repec.org/RePEc:ecb:ecbbox:2023:0002:6

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