Climate-Integrated Contingency Funding Plans for Indonesia's Big-Four Banks
インドネシア大手4行の気候統合型コンティンジェンシー資金計画 (AI 翻訳)
Leonard Tiopan Panjaitan Panjaitan
🤖 gxceed AI 要約
日本語
本研究は、物理的・移行リスクを銀行の流動性カバレッジ比率に統合するCI-LCRフレームワークを開発し、インドネシアの大手4行に適用。最悪シナリオでは2行が規制基準を下回り、気候移行流動性バッファーとして4.2兆ルピアが必要と試算。また、15行の開示評価で気候ガバナンスの弱点を指摘し、気候ベースの活性化メカニズム（C-TAT）を提案している。
English
This study develops the Climate-Integrated Liquidity Coverage Ratio (CI-LCR) framework and applies it to Indonesia's Big-Four banks. In the worst-case scenario, two banks fall below the 100% regulatory minimum, necessitating a climate transition liquidity buffer of 4.20 trillion Rupiah. A disclosure assessment of fifteen banks reveals significant climate-governance weaknesses, and a climate-based activation mechanism (C-TAT) is proposed.
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
日本ではSSBJ開示が始まり、金融機関の気候リスク管理が急務。本フレームワークは、地域金融機関やメガバンクの流動性計画に気候シナリオを統合する実践的示唆を提供し、日銀の気候変動オペや監督指針との親和性が高い。
In the global GX context
Globally, this framework addresses the gap in integrating climate risks into liquidity supervision, complementing TCFD/ISSB disclosure with quantitative stress testing. It offers a reproducible approach for emerging markets and aligns with NGFS scenarios, contributing to the broader discourse on climate-related financial regulation.
👥 読者別の含意
🔬研究者:Provides a novel quantitative framework (CI-LCR) for integrating climate risks into liquidity coverage ratios, applicable to emerging markets.
🏢実務担当者:Offers a concrete methodology for banks to assess climate-related liquidity stress and determine necessary buffers, useful for risk management and disclosure.
🏛政策担当者:Highlights the need for climate-integrated liquidity supervision and provides a tool for regulators to assess systemic vulnerabilities.
📄 Abstract（原文）
Climate change is a systemic macro-financial risk, yet quantitative frameworks integrating physical and transition climate risks into bank contingency funding planning remain limited, particularly in emerging markets like Indonesia. Methods: This study develops the Climate-Integrated Liquidity Coverage Ratio (CI-LCR) framework and applies it to Indonesia's Big-Four commercial banks (Bank Mandiri, Bank Rakyat Indonesia, Bank Central Asia, Bank Negara Indonesia). The empirical analysis utilizes a balanced panel (2018–2024), three NGFS climate scenarios, and ordinary least squares trend regression computed from a verified banking risk database. Results: In the worst-case scenario (Compound Climate Liquidity Stress), Bank Mandiri (94.00%) and Bank Rakyat Indonesia (92.50%) fall below the 100% regulatory minimum, whereas Bank Central Asia (212.63%) and Bank Negara Indonesia (117.62%) remain compliant. Corrected estimates show pre-2025 liquidity trajectories were statistically weak for all four banks. Furthermore, a disclosure assessment of fifteen banks reveals significant climate-governance weaknesses (average score 2.13 of 6). Conclusion: The proposed framework accordingly puts forward a dedicated climate transition liquidity buffer of 4.20 trillion Rupiah and a climate-based activation mechanism (C-TAT), providing a reproducible approach for integrating climate risk into Indonesian banking liquidity supervision
🔗 Provenance — このレコードを発見したソース
- semanticscholar https://journal.perbanas.id/index.php/jbfb/article/download/1355/877first seen 2026-08-11 05:11:06 · last seen 2026-08-13 05:38:54
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