Services
Assessment of climate risks
and opportunities

Approach and tools:


Identification of relevant climate risks for the portfolio:
  • physical risks (extreme weather events, threats to collateral and assets)
  • transition risks (carbon regulation, CBAM, national decarbonisation strategies)
  • social and reputational risks (engagement with carbon-intensive clients)
Development of an assessment methodology:
  • integration of climate risks into the bank’s risk management processes
  • use of NGFS, IEA and IPCC scenarios for stress testing
  • *application of Climate Credit Analytics (S&P Global + Oliver Wyman) to assess impacts on capital and portfolio credit quality
Data collection and consolidation:
  • analysis of the credit and investment portfolio
  • use of the S&P Trucost database to assess carbon-intensive sectors and companies
  • verification of input data and integration into the bank’s financial models
Scenario modelling:
  • scenario analysis in line with TCFD and ISSB/IFRS S2
  • assessment of climate scenario impacts on key financial indicators (capital, NPL, profitability)
  • identification of portfolio “vulnerability zones” and potential opportunities 
(sustainable finance, green products)
Preparation of disclosures:
  • drafting of disclosure materials for reporting in line with ISSB/IFRS S2, ESRS, TCFD
  • disclosure of climate risks in non-financial and financial reporting (Pillar 3, ESG reports)
Presentation of results and recommendations:
  • final report and management session
  • proposals for adjusting credit policy and risk appetite
  • recommendations on the issuance of green bonds and sustainable financial instruments

Results:


  • Scenario analysis and stress testing of the credit portfolio, taking into account climate risks.
  • Financial models integrating ESG and climate factors.
  • Prepared disclosures to ensure compliance with international standards (ISSB, TCFD, ESRS).
  • Identification of risk areas and business opportunities (sustainable finance, green products).
  • Strengthened trust from investors, regulators and international rating agencies.
  • Enhanced resilience of the bank and reduced cost of capital.


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