Climate-nature scenario development for financial risk assessment

Stevanović, Miodrag; Ceglarz, Andrzej; von Jeetze, Patrick José; Costermani Visconti, A.; Krisht, S.; Johnson, J. A.; Borrelli, P.; Heemskerk, I.; Popp, Alexander; Zadek, S.

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Climate-nature scenario development for financial risk assessment

Authors

/persons/resource/stevanovic

Stevanović, Miodrag
Potsdam Institute for Climate Impact Research;

Ceglarz, Andrzej
External Organizations;

/persons/resource/vjeetze

von Jeetze, Patrick José
Potsdam Institute for Climate Impact Research;

Costermani Visconti, A.
External Organizations;

Krisht, S.
External Organizations;

Johnson, J. A.
External Organizations;

Borrelli, P.
External Organizations;

Heemskerk, I.
External Organizations;

/persons/resource/Alexander.Popp

Popp, Alexander
Potsdam Institute for Climate Impact Research;

Zadek, S.
External Organizations;

URL

https://www.naturefinance.net/wp-content/uploads/2024/11/ECB_PIK-Report-2024-FINAL.pdf
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引用

Stevanović, M., Ceglarz, A., von Jeetze, P. J., Costermani Visconti, A., Krisht, S., Johnson, J. A., Borrelli, P., Heemskerk, I., Popp, A., & Zadek, S.(2024). Climate-nature scenario development for financial risk assessment. Genf: Nature Finance.

引用: https://publications.pik-potsdam.de/pubman/item/item_31676

要旨

This final report presents the outcomes of a collaboration project between the Potsdam Institute for Climate Impact Research (PIK), the European Central Bank (ECB) and NatureFinance. The project explores the practical development of an integrated climate-nature scenario framework to underscore the critical significance of a nexus approach to climate and nature considerations. The developed scenario narratives and modelling framework aim to capture the interconnected and mutually reinforcing impacts of climate change and nature loss on physical and transition risks. Through advanced modelling techniques, the project seeks to provide a comprehensive analysis at both global and EU levels, highlighting future research needs and paving the way for more robust quantitative risk frameworks for central banks.