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金管局:氣候風險或對銀行業造成重大不利影響
金管局公布氣候風險壓力測試試驗計劃的結果,結果顯示在模擬極端情境下,氣候風險可能會對銀行業造成重大不利影響,因此銀行需及早採取行動管理氣候風險。然而,試驗計劃的整體評估顯示,銀行多年來建立的強大資本緩衝,讓銀行業在氣候變化的衝擊下仍能保持穩健。 金管局於今年1月推出試驗計劃,旨在評估銀行業整體應對氣候風險的韌性,以及幫助銀行建立量度氣候風險的能力。是次共有20間主要零售銀行和7間國際銀行集團的香港分行參與試驗計劃,它們共佔香港銀行體系貸款總額的80%。參與銀行在三個情境下評估它們對氣候風險的風險承擔,包括一個針對氣候狀況惡化的實體風險情境,以及兩個分別代表有序轉型和失序轉型至低排放經濟的轉型風險情境。 試驗計劃結果顯示,模擬極端情境會使參與銀行一些直接受到氣候轉變影響的風險承擔(例如住宅按揭貸款和對高排放行業的貸款)的預期信貸虧損大幅上升,導致參與銀行的盈利顯著下降。氣候轉變亦會削弱銀行的資本實力,例如在失序轉型情境下的5年評估期裏,具本地系統重要性認可機構的資本充足比率平均會下降三個百分點。在實體風險情境下,更嚴重的氣候災害會影響銀行部分業務運作。 參與銀行已經因應試驗計劃的結果,進一步加強氣候策略和風險管治框架。銀行採取的措施包括將更廣泛氣候風險因素納入風險評估框架中,以及策略性投放更多資源於有助應對氣候變化的業務,例如綠色融資和向客戶提供轉型融資,以協助它們過渡至低排放的經營模式。
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