How is climate risk considered in the current banking regulation for regulatory capital and what are the possibilities for the future? How is climate risk integrated into the risk taxonomy of some Belgian banking institutions?

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Supervisors: Olieslagers, Ruben
Faculty: Louvain School of Management
Degree label: Master [120] en sciences de gestion, à finalité spécialisée
Abstract: In this thesis, we will look at how the banking institutions define climate risk and how it is considered by regulatory authorities. We will analyse and compare the risk report of three different Belgian banks: KBC, Belfius and Degroof Petercam The aim is to identify the current treatment of climate risk within banking institutions. And we will explore the future possibilities for climate risk integration within the risk taxonomies of the banks.