ESRB欧洲系统风险委员会：2023建立管理气候风险的宏观审慎框架报告（英文版）

This report proposes three frameworks for relating climate risks to financial stability – addressing risk surveillance, macroprudential policy and broader risks to nature. A first framework covers financial stability risk surveillance. It takes stock of advances in measuring and modelling the impacts of climate risk, proposing a list of indicators for regular financial stability risk monitoring. A second framework details macroprudential policy options. It outlines both the features of a robu