El reto climático en la gestión de riesgos bancarios del siglo XXIexperiencia actual en la definición de test de estrés y análisis de escenarios climáticos

Resum

Growing concern about the climate challenge has led institutions around the world to take mitigating measures. After the turning point of the Paris Agreement and the 2030 Agenda in 2015, both citizens and organizations around the world are more aware about the climate risks implications. The banking system is not an exception, but stands as a protagonist in the transition towards a more sustainable economy from the environmental point of view. For this, the analysis, measurement and management of the so-called climatic risks (physical and transition), as well as the implications on the business model, profitability and solvency of the banking entities are essential. For this reason, this work focuses on the analysis of the experience of supervisory institutions in the design of climatic stress tests and the analysis of scenarios, fundamental tools for the climatic risks’ management in an environment of uncertainty.