Journal Article2024
Physical Climate Risk in Regional Bank Portfolios: A Bottom-Up Stress Test
We construct downscaled flood and drought exposure layers for six Indonesian provinces and match them to loan-level portfolios of regional development banks. Under a moderate warming scenario, expected credit loss rises materially in agriculture and fisheries segments, with the effect concentrated in a small number of geographic clusters.
Putri Anggraini, Daniel Oakley & 1 others