Beyond Disclosure: Embedding Climate Transition Risk In Financial Supervision And Banking Strategy
開示の先へ：金融監督と銀行戦略における気候移行リスクの組み込み (AI 翻訳)
V. Zhelyazkova
🤖 gxceed AI 要約
日本語
本論文は、EUにおける銀行監督への気候移行リスク統合を検討する。ECBのガイド、EBAのESGリスクガイドライン、気候ストレステストの進展をレビューし、非線形リスク動態やシナリオ設計の課題を分析する。銀行の内部リスク管理適応や、加盟国間の監督実務の不均一性を考察し、将来的な監督収斂に向けた政策提言を行う。
English
This paper examines the integration of climate transition risk into EU banking supervision, reviewing ECB and EBA guidelines, stress testing practices, and strategic adaptations by banks. It highlights challenges in scenario design and risk dynamics, and offers policy recommendations for supervisory convergence.
Unofficial AI-generated summary based on the public title and abstract. Not an official translation.
📝 gxceed 編集解説 — Why this matters
日本のGX文脈において
EUの先進的監督枠組みを詳細に解説しており、SSBJや有報で気候リスク開示が進む日本において、金融機関のリスク管理高度化や監督当局のガイドライン策定に参考となる。特に、開示から実質的なプルーデンス措置への移行は、日本の金融規制にも示唆が大きい。
In the global GX context
This paper provides a comprehensive overview of how EU banking supervision is moving beyond disclosure to embed transition risk into prudential frameworks. It is highly relevant for global discussions on ISSB implementation and transition finance, as it addresses methodological challenges and supervisory convergence critical for effective climate risk management.
👥 読者別の含意
🔬研究者:The paper offers a structured analysis of supervisory frameworks and methodological challenges in transition risk assessment, useful for scholars studying climate risk in banking.
🏢実務担当者:Banks can use the insights on adapting risk management, stress testing, and portfolio alignment to meet evolving EU supervisory expectations.
🏛政策担当者:Policymakers gain a detailed review of EU instruments and recommendations for strengthening supervisory convergence, applicable to designing national climate risk regulations.
📄 Abstract（原文）
The paper explores the integration of climate transition risk into the financial supervision of banks, with a particular focus on regulatory evolution and strategic responses to an increasingly stringent sustainability policy environment. As governments advance commitments to net-zero transition pathways, banks face heightened exposure to risks arising from abrupt regulatory adjustments, the potential stranding of carbon-intensive assets, and rapidly shifting investor and client expectations. The study examines how supervisory authorities, especially within the European Union, are moving beyond disclosure-based approaches to incorporate climate transition risk into prudential supervisory frameworks. It reviews key regulatory instruments, including the European Central Bank’s Guide on Climate and Environmental Risks, the European Banking Authority’s finalized Guidelines on the Management of Environmental, Social, and Governance Risks, and emerging practices in climate-related stress testing. Special attention is devoted to the conceptual and methodological challenges associated with assessing transition risk, such as non-linear risk dynamics, scenario design, and the selection of appropriate time horizons. The paper also analyzes how banks are adapting their internal risk management and assessment frameworks in response to supervisory expectations. In addition, it provides insights into the heterogeneity of supervisory implementation across EU Member States and discusses the implications for banking strategy, particularly in the areas of capital planning, risk appetite, and portfolio alignment. The paper concludes with policy-oriented recommendations aimed at strengthening supervisory convergence and embedding climate transition risk within prudential supervision in a proportionate, forward-looking, and effective manner.
🔗 Provenance — このレコードを発見したソース
- semanticscholar https://doi.org/10.54503/3045-3216.2025.1-48first seen 2026-05-15 17:48:42
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