Arbeitspapier
Climate transition risk stress test for the German financial system
This paper presents the methodology applied in the Deutsche Bundesbank's climate transition stress test for the German financial system, see Deutsche Bundesbank (2023). It discusses the construction of the transition scenarios underlying the analysis, including a long-run orderly scenario and a more disruptive short-term carbon price shock. Furthermore, the document shows the methodology for translating scenario impacts onto the asset level, which includes the consideration of firm-level carbon emission data where available. Finally, the impacts on the balance sheets of German banks, funds and insurers are discussed.
- Sprache
-
Englisch
- Erschienen in
-
Series: Technical Paper ; No. 04/2023
- Klassifikation
-
Wirtschaft
Taxation and Subsidies: Externalities; Redistributive Effects; Environmental Taxes and Subsidies
- Thema
-
climate risks
stress testing
climate scenarios
financial stability
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Frankovic, Ivan
Etzel, Tobias
Falter, Alexander
Gross, Christian
Ohls, Jana
Strobel, Lena
Wilke, Hannes
- Ereignis
-
Veröffentlichung
- (wer)
-
Deutsche Bundesbank
- (wo)
-
Frankfurt a. M.
- (wann)
-
2023
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:41 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Frankovic, Ivan
- Etzel, Tobias
- Falter, Alexander
- Gross, Christian
- Ohls, Jana
- Strobel, Lena
- Wilke, Hannes
- Deutsche Bundesbank
Entstanden
- 2023
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