Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/272881 
Authors: 
Year of Publication: 
2022
Series/Report no.: 
MNB Occasional Papers No. 147
Publisher: 
Magyar Nemzeti Bank, Budapest
Abstract: 
This paper presents the pilot top-down climate stress test of the Hungarian banking system over the 2020-2050 horizon. The focus is on a core indicator of financial soundness, the ratio of non-performing loans. Three scenarios are considered with different grades of compliance with the Paris Agreement. Results show that, by 2050, the sectoral excess ratios of non-compliance are scattering from 0 to 19 percentage points.
Subjects: 
climate stress test
banking system
non-performing loans
sectoral granularity
JEL: 
C51
C53
G21
Q54
Document Type: 
Working Paper

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