Duration

16. July 2025, 13.00 – 15.00

Application deadline

27. June 2025

Objective

Ms Laura-Chloé Kuntz and Mr Christian Groß, senior experts on ESG analysis at Deutsche Bundesbank, will present the latest results of the climate risk stress test by Bundesbank. Participants of this online course will have the opportunity to gain insights into the realisation of the top-down climate stress test.

Contents and dates

• scenarios used
• data issues
• modelling approach and methodology
• stress test results
• consequences and lessons learned
• way forward

Lecturer

Ms Laura-Chloé Kuntz has a PhD in finance. Since 2020, she has worked at DG Banking and Financial Supervision, Deutsche Bundesbank, on the topic of stress testing with a dedicated focus on climate risk. She also worked at ECB to develop, implement and run the first SSM climate risk stress test in 2022. Laura-Chloé is a member of different working groups, e.g. BCBS working group on climate-related financial risks. She is working in different research projects with a focus on climate risk and the banking system and has published articles in peer-reviewed journals focusing on asset pricing, risk measurement and climate risks for banks.

Mr Christian Groß holds a PhD in Financial Economics from the University of Münster, Germany. In 2018, he started his career in central banking and financial stability analysis by joining the European Systemic Risk Board (ESRB) Secretariat as PhD Trainee. He later worked as analyst in the ECB Financial Stability DG before moving to the Deutsche Bundesbank in 2020. Christian’s work focuses on topics related to the interplay between climate change and financial stability, including climate stress testing and banks’ responses to climate risks. Christian was a member of a multi-year ESRB working group on climate risks.

Target group

This online course is aimed at staff in central banks and supervisory authorities who are interested in supervisory stress testing and especially climate stress testing on banks. It is especially useful for colleagues working in banking supervision or financial stability. 

Technical requirements

Computer with microphone, camera, speakers or headphone, current internet browser.