Climate Risk Stress Testing: ECB Framework
A rigorous guide to climate risk stress testing for financial institutions — ECB expectations, physical and transition risk scenarios, NGFS scenarios, methodologies, data gaps, and integration into ICAAP and capital planning.
About this course
This advanced course provides financial institutions with a rigorous and practical framework for climate risk stress testing. It covers the ECB's climate risk stress testing guidance and supervisory expectations, the NGFS scenario framework, physical and transition risk assessment methodologies, sectoral concentration analysis, data challenges and proxies, double materiality assessment, integration into ICAAP/ILAAP and capital planning, and the 2022 ECB Climate Stress Test lessons. Designed for risk managers, treasury officers, supervisory reporting teams, and board members leading climate risk integration.