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|a Climate-related financial risks might have the potential to trigger the next systemic financial crisis, as recently stated by the Bank of International Settlements. In consequence, understanding these so-called Green Swan risks should be a key priority in financial decision-making and supervision. However, a systematic approach and a comprehensive theory on climate-adjusted financial risk metrics is still missing. This study is a first step to fill this gap, with a focus on transition risks. Drawing on insights from climate science, economics and finance research, we derive a set of important criteria to ensure that climate risk tools provide high quality, comparable, and decisionrelevant results. We then use a sample of 16 climate transition risk tools and conduct two lines of research: First, by aid of descriptive analysis, we assess the tools' coverage of risk sources and financial assets, their inputs (i.e. underlying climate scenarios), and their outputs (i.e. climateadjusted financial metrics). Second, we use the previously defined criteria for an in-depth analysis of the quality, comparability and decision-relevance of the tools. The results will be presented at the individual tool level, and at the meta level. Based on the results of our descriptive and criteria-based analysis, we derive potential next steps for tool provider, conclusions for potential tool users, and guidelines for supervisory authorities. The analysis could be used as starting point for building a comprehensive theory of meaningful climate-related financial risk indicators, aid practitioners to select the tools best suited to their needs and use cases, and inform regulatory processes on financial climate risk assessment principles.
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Climate-related financial risks might have the potential to trigger the next systemic financial crisis, as recently stated by the Bank of International Settlements. In consequence, understanding these so-called Green Swan risks should be a key priority in financial decision-making and supervision. However, a systematic approach and a comprehensive theory on climate-adjusted financial risk metrics is still missing. This study is a first step to fill this gap, with a focus on transition risks. Drawing on insights from climate science, economics and finance research, we derive a set of important criteria to ensure that climate risk tools provide high quality, comparable, and decisionrelevant results. We then use a sample of 16 climate transition risk tools and conduct two lines of research: First, by aid of descriptive analysis, we assess the tools' coverage of risk sources and financial assets, their inputs (i.e. underlying climate scenarios), and their outputs (i.e. climateadjusted financial metrics). Second, we use the previously defined criteria for an in-depth analysis of the quality, comparability and decision-relevance of the tools. The results will be presented at the individual tool level, and at the meta level. Based on the results of our descriptive and criteria-based analysis, we derive potential next steps for tool provider, conclusions for potential tool users, and guidelines for supervisory authorities. The analysis could be used as starting point for building a comprehensive theory of meaningful climate-related financial risk indicators, aid practitioners to select the tools best suited to their needs and use cases, and inform regulatory processes on financial climate risk assessment principles. |
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Bingler, Julia Anna 1990- VerfasserIn (DE-588)1148306889 (DE-627)1008623202 (DE-576)496284592 aut, Taming the Green Swan: how to improve climate-related financial risk assessments J.A. Bingler, C. Colesanti Senni, Zürich CER-ETH - Center of Economic Research at ETH Zurich [2020], 1 Online-Ressource (circa 157 Seiten) Illustrationen, Text txt rdacontent, Computermedien c rdamedia, Online-Ressource cr rdacarrier, Working paper / CER-ETH - Center of Economic Research at ETH Zurich 20, 340 (July 2020), Climate-related financial risks might have the potential to trigger the next systemic financial crisis, as recently stated by the Bank of International Settlements. In consequence, understanding these so-called Green Swan risks should be a key priority in financial decision-making and supervision. However, a systematic approach and a comprehensive theory on climate-adjusted financial risk metrics is still missing. This study is a first step to fill this gap, with a focus on transition risks. Drawing on insights from climate science, economics and finance research, we derive a set of important criteria to ensure that climate risk tools provide high quality, comparable, and decisionrelevant results. We then use a sample of 16 climate transition risk tools and conduct two lines of research: First, by aid of descriptive analysis, we assess the tools' coverage of risk sources and financial assets, their inputs (i.e. underlying climate scenarios), and their outputs (i.e. climateadjusted financial metrics). Second, we use the previously defined criteria for an in-depth analysis of the quality, comparability and decision-relevance of the tools. The results will be presented at the individual tool level, and at the meta level. Based on the results of our descriptive and criteria-based analysis, we derive potential next steps for tool provider, conclusions for potential tool users, and guidelines for supervisory authorities. The analysis could be used as starting point for building a comprehensive theory of meaningful climate-related financial risk indicators, aid practitioners to select the tools best suited to their needs and use cases, and inform regulatory processes on financial climate risk assessment principles., 1.1\x Finanzrisiko (DE-627)799225096 (DE-2867)29873-3 stw, 1.2\x Klimawandel (DE-627)091370906 (DE-2867)18069-2 stw, 1.3\x Finanzkrise (DE-627)091359945 (DE-2867)19664-4 stw, 1.4\x Coping-Strategie (DE-627)632202661 (DE-2867)27842-3 stw, 1.5\x Szenariotechnik (DE-627)091393825 (DE-2867)15025-2 stw, Colesanti Senni, Chiara 1991- VerfasserIn (DE-588)1208874128 (DE-627)1695816455 aut, Center of Economic Research Zürich Working papers of the Center of Economic Research at ETH Zurich 20, 340 (July 2020) 340 (DE-627)359730450 (DE-576)281219818 (DE-600)2099103-4, https://www.research-collection.ethz.ch/bitstream/handle/20.500.11850/428321/WP-20-340.pdf Verlag kostenfrei, https://doi.org/10.3929/ethz-b-000428321 Resolving-System kostenfrei, http://hdl.handle.net/10419/222595 Resolving-System kostenfrei, https://doi.org/10.3929/ethz-b-000428321 LFER, https://www.research-collection.ethz.ch/bitstream/handle/20.500.11850/428321/WP-20-340.pdf LFER, LFER 2020-08-09T01:37:16Z |
| spellingShingle |
Bingler, Julia Anna, Colesanti Senni, Chiara, Taming the Green Swan: how to improve climate-related financial risk assessments, Center of Economic Research, Working papers of the Center of Economic Research at ETH Zurich, 20, 340 (July 2020), Climate-related financial risks might have the potential to trigger the next systemic financial crisis, as recently stated by the Bank of International Settlements. In consequence, understanding these so-called Green Swan risks should be a key priority in financial decision-making and supervision. However, a systematic approach and a comprehensive theory on climate-adjusted financial risk metrics is still missing. This study is a first step to fill this gap, with a focus on transition risks. Drawing on insights from climate science, economics and finance research, we derive a set of important criteria to ensure that climate risk tools provide high quality, comparable, and decisionrelevant results. We then use a sample of 16 climate transition risk tools and conduct two lines of research: First, by aid of descriptive analysis, we assess the tools' coverage of risk sources and financial assets, their inputs (i.e. underlying climate scenarios), and their outputs (i.e. climateadjusted financial metrics). Second, we use the previously defined criteria for an in-depth analysis of the quality, comparability and decision-relevance of the tools. The results will be presented at the individual tool level, and at the meta level. Based on the results of our descriptive and criteria-based analysis, we derive potential next steps for tool provider, conclusions for potential tool users, and guidelines for supervisory authorities. The analysis could be used as starting point for building a comprehensive theory of meaningful climate-related financial risk indicators, aid practitioners to select the tools best suited to their needs and use cases, and inform regulatory processes on financial climate risk assessment principles., Finanzrisiko, Klimawandel, Finanzkrise, Coping-Strategie, Szenariotechnik |
| title |
Taming the Green Swan: how to improve climate-related financial risk assessments |
| title_auth |
Taming the Green Swan: how to improve climate-related financial risk assessments |
| title_full |
Taming the Green Swan: how to improve climate-related financial risk assessments J.A. Bingler, C. Colesanti Senni |
| title_fullStr |
Taming the Green Swan: how to improve climate-related financial risk assessments J.A. Bingler, C. Colesanti Senni |
| title_full_unstemmed |
Taming the Green Swan: how to improve climate-related financial risk assessments J.A. Bingler, C. Colesanti Senni |
| title_in_hierarchy |
20, 340 (July 2020). Taming the Green Swan: how to improve climate-related financial risk assessments ([2020]) |
| title_short |
Taming the Green Swan: how to improve climate-related financial risk assessments |
| title_sort |
taming the green swan how to improve climate related financial risk assessments |
| topic |
Finanzrisiko, Klimawandel, Finanzkrise, Coping-Strategie, Szenariotechnik |
| topic_facet |
Finanzrisiko, Klimawandel, Finanzkrise, Coping-Strategie, Szenariotechnik |
| url |
https://www.research-collection.ethz.ch/bitstream/handle/20.500.11850/428321/WP-20-340.pdf, https://doi.org/10.3929/ethz-b-000428321, http://hdl.handle.net/10419/222595 |
