Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/299518 
Authors: 
Year of Publication: 
2021
Series/Report no.: 
EBA Staff Paper Series No. 13
Publisher: 
European Banking Authority (EBA), Paris La Défense
Abstract: 
Amidst increased attention on climate change, which is characterised by high uncertainties and long-term time horizons, the financial sector and supervisors are developing methods and approaches for the evaluation of climate-related financial risks. This paper proposes a transition capacity testing system based on the EU Taxonomy for environmentally sustainable economic activities as a useful tool for banks and supervisors to identify the exposures that are most vulnerable to climate change, to improve understanding of the transition financing needs and to support the greening of the financial sector.
Subjects: 
Transition capacity testing
EU Taxonomy
climate scenario analysis
green asset ratio
transition capacitytesting ratio
ratio not likely to transition
JEL: 
G21
G24
G28
G32
Q54
Q56
Q58
Persistent Identifier of the first edition: 
ISBN: 
978-92-9245-738-9
Document Type: 
Working Paper

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