Climate Risk Modelling Framework for Banks

Supervisory experience shows that most weaknesses in climate risk programmes are not technical. They arise from unclear modelling architecture, weak translation of climate signals into financial risk, inappropriate integration into existing models, and insufficient governance of uncertainty and expert judgement. As a result, climate risk initiatives often appear fragmented, inconsistent, or difficult to defend under supervisory review.
This book is written specifically with regulators, supervisors, and regulatory-facing risk functions in mind. It focuses on how climate risk modelling frameworks should be designed, governed, and assessed within banks, rather than on climate science or numerical model outputs. The emphasis is on credibility, transparency, proportionality, and alignment with established model risk management principles.
Rather than pursuing long-horizon prediction or false precision, the frameworks presented here prioritise decision relevance and supervisory defensibility. Climate risk is treated as a structural and forward-looking uncertainty that must be managed through architecture, governance, and disciplined use boundaries.
The objective of this book is to provide a regulator-grade reference for assessing whether a bank's climate risk framework is coherent, governable, and fit for supervisory scrutiny-both today and as regulatory expectations continue to evolve.

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