Climate Risk Modelling for Banks
In banks, climate risk flows through credit, valuation, liquidity and capital. These notes cover PD term structures, LGD and collateral, IFRS 9 expected credit loss, ICAAP and ILAAP integration, and real estate and corporate credit portfolios.
Articles in this section
- Basel Climate Disclosure Framework: Why Voluntary MattersBanking Climate Risk · 8 min read
- Basel Climate Risk Principles: What Supervisors CheckBanking Climate Risk · 8 min read
- Physical Climate Risk in Credit Models: BIS 2025 LessonsBanking Climate Risk · 8 min read
- Climate Litigation Risk: What Banks Need to TrackBanking Climate Risk · 8 min read
- Climate Stress Testing for BanksBanking Climate Risk · 12 min read
- Climate Risk and IFRS 9 Expected Credit LossBanking Climate Risk · 10 min read
- Climate Risk and ICAAP/ILAAPBanking Climate Risk · 10 min read
- Climate Risk in Real Estate and Mortgage PortfoliosBanking Climate Risk · 10 min read
- Climate Risk in Corporate Credit PortfoliosBanking Climate Risk · 10 min read