Climate scenarios in banks – a case study (October 2023)
Lena Sofie Buchwald and Isabel Tretow (Frankfurt School of Finance & Management)
In this report, the authors develop and apply a typology that helps banks differentiate climate scenarios based on their characteristics and discuss four use cases.
The typology is applied through a case study in a large German promotional bank. The paper provides a characterization of climate scenarios for banks and informs the selection of a climate scenario amongst banks.