With regulators keeping close watch, the results underscore the need for ongoing climate risk management investment and adaptation within the financial sector.
By Betty M. Huber, Arthur S. Long, Pia Naib, and Deric Behar
On May 9, 2024, the Board of Governors of the Federal Reserve System (FRB) published summary results of a pilot climate scenario analysis (CSA) that explored how resilient six of the largest US bank holding companies (by total assets) are to climate-related financial risks. The analysis is intended to help the FRB “learn about large banking organizations’ climate risk-management practices and challenges and to enhance the ability of large banking organizations and supervisors to identify, estimate, monitor, and manage climate-related financial risks.”
The CSA was first announced in September 2022, and was intended as an exploratory exercise. It does not therefore result in any capital or supervisory consequences for the participating financial institutions.