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Alix Auzepy () and Christina E. Bannier ()
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Alix Auzepy: Justus-Liebig-Universität Gießen
Christina E. Bannier: Justus-Liebig-Universität Gießen

Chapter Chapter 4 in Integrating Climate Risks in Bank Risk Management and Capital Requirements, 2025, pp 27-172 from Springer

Abstract: Abstract We start by discussing important features of Pillar 1 and explore both potential and existing approaches for integrating climate risks. As noted in Section 3.3, Pillar 1 focuses on the establishment of minimum capital requirements for three primary types of risk: credit risk, market risk and operational risk. Under this framework, capital requirements are calculated as fixed percentages of RWA based on these risk types (Holscher et al. 2022).

Date: 2025
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-658-47061-6_4

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DOI: 10.1007/978-3-658-47061-6_4

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