중동부유럽
연구정보
[경제] An Exploration of Climate-Related Financial Risks for Credit Guarantee Schemes in Europe
중동부유럽 일반 국외연구자료 연구보고서 - World Bank 발간일 : 2022-11-16 등록일 : 2022-11-20 원문링크
This paper assesses the vulnerability of credit guarantee schemes to the physical and transition risks related to climate change. Based on unique sectoral and spatial data from 29 European credit guarantee schemes linked to a range of vulnerability metrics, the paper identifies guarantees-at-risk, builds a transition risk score to rank sectors at risk, and conducts a stylized stress test to assess potential financial losses that credit guarantee schemes could incur under adverse climate-related scenarios. The results show that about one-third of credit guarantee schemes’ guarantee portfolios is toward sectors that have high exposure to a disorderly energy transition. European credit guarantee schemes are also exposed to a broad range of climate-related physical risks, especially wildfires, coastal floods, and river floods, with 24–31 percent of outstanding guarantees toward sectors that have elevated exposure to climate change and weather variability. Finally, for transition and physical risk scenarios, the annual expected loss on the guarantee portfolio could increase by EUR 181 million and EUR 128 million, respectively. The results suggest that credit guarantee schemes could start integrating climate-related financial risks into their risk management frameworks.
본 페이지에 등재된 자료는 운영기관(KIEP) 및 EMERiCs의 공식적인 입장을 대변하고 있지 않습니다.
| 이전글 | [무역] 2022 튀르키예(터키) 라벨링 제도 | 2022-11-20 |
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| 다음글 | [경제] U.S. and Euro Area Monetary and Fiscal Interactions During the Pandemic: A ... | 2022-11-20 |
