Climate change: how banks can handle it: stress test's comparative analysis

Felline, Beatrice (A.A. 2021/2022) Climate change: how banks can handle it: stress test's comparative analysis. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 148. [Master's Degree Thesis]

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Climate risk and risk management. Introduction to ESG. Climate and environmental risks and their relationship with risk management. Climate and environmental risks into credit, market, operational, and liquidity risk management. Climate stress tests. ECB economy-wide climate stress test. Climate risk stress test-SSM stress test 2022. Other climate stress tests. Bank of England/prudential regulatory authority’s climate stress test. Autorité de contrôle prudentiel et de résolution (ACPR)’s climate pilote exercise. De bank of Netherlands’ climate stress tes. Comparative analysis. The top-down approach, the bottom-up approach, and participants. Scenario modeling. Modeling approaches and methodologies.


Bibliografia e sitografia: pp. 132-136.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77)
Chair: Risk management
Thesis Supervisor: Penza, Daniele
Thesis Co-Supervisor: Vulpiani, Marco
Academic Year: 2021/2022
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 23 Nov 2022 14:47
Last Modified: 23 Nov 2022 14:47


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