Arbeitspapier
Climate stress test of the Hungarian banking system
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.
- Language
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Englisch
- Bibliographic citation
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Series: MNB Occasional Papers ; No. 147
- Classification
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Wirtschaft
Model Construction and Estimation
Forecasting Models; Simulation Methods
Banks; Depository Institutions; Micro Finance Institutions; Mortgages
Climate; Natural Disasters and Their Management; Global Warming
- Subject
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climate stress test
banking system
non-performing loans
sectoral granularity
- Event
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Geistige Schöpfung
- (who)
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Bokor, László
- Event
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Veröffentlichung
- (who)
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Magyar Nemzeti Bank
- (where)
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Budapest
- (when)
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2022
- Handle
- Last update
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10.03.2025, 11:43 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Bokor, László
- Magyar Nemzeti Bank
Time of origin
- 2022
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