Address climate risks in stress testing

Aufsichtserwartung

Such analyses are expected to address climate-related and environmental risks under the normative and economic perspectives of the ICAAP alongside other risks,, supplementing historical distributions with hypothetical assumptions.

Adressat: institutions

Fundstelle: paragraph 69

Quelldokument

• Guide on climate-related and environmental risks - Supervisory expectations relating to risk management and disclosure (November 2020)