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.
- Sprache
-
Englisch
- Erschienen in
-
Series: MNB Occasional Papers ; No. 147
- Klassifikation
-
Wirtschaft
Model Construction and Estimation
Forecasting Models; Simulation Methods
Banks; Depository Institutions; Micro Finance Institutions; Mortgages
Climate; Natural Disasters and Their Management; Global Warming
- Thema
-
climate stress test
banking system
non-performing loans
sectoral granularity
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Bokor, László
- Ereignis
-
Veröffentlichung
- (wer)
-
Magyar Nemzeti Bank
- (wo)
-
Budapest
- (wann)
-
2022
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:43 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
- Bokor, László
- Magyar Nemzeti Bank
Entstanden
- 2022
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