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为气候相关风险设计宏观审慎的资本缓冲
2在一篇论文中，讨论了设计和实施宏观审慎政策以解决与气候相关的财务风险的挑战，Coelho＆Restoy（2023）指出了基于广泛的领域的潜在意外后果。3，我们参考了欧洲央行（ECB-ESRB）（2023），以讨论SYRB的各种设计选项。4虽然我们在本文中的应用侧重于过渡风险，但5 Martini等。（2023）还根据其联合贷款组合的碳足迹估算了美国银行对过渡风险的暴露风险。
财务稳定报告
AEs Advanced economies AUROC Area under the receiver operating characteristic curve CAB Current account balance CAR Capital adequacy ratio CBU Central Bank of Uzbekistan CCoB Capital conservation buffer CCyB Countercyclical capital buffer CoVaR Conditional value at risk DSR Debt service ratio ELA Emergency liquidity assistance EMs Emerging markets EWI Early warning indicator FDIC US Federal Deposit Insurance Corporation FED US Federal Reserve System FGDCB Fund for guaranteeing deposits of citizens in banks FSI Financial stress index GARCH Generalized autoregressive conditional heteroskedasticity GDP Gross domestic product GSADF Generalized supremum augmented Dickey-Fuller HHI Herfindahl-Hirschman index HLA Highly liquid assets HP Hodrick-Prescott IMF International Monetary Fund JSC Joint-stock company LCR Liquidity coverage ratio LTV Loan-to-value MSCI Morgan Stanley Capital International NGFS Network of Central Banks and Supervisors for Greening the Financial System NSFR Net stable funding rate ratio OLS Ordinary least squares PTI Payment-to-income ROA Return on assets ROC Receiver operating characteristic curve ROE Return on equity RWA Risk-weighted assets SIB Systemically important banks SSM State-space model SyRB Systemic risk buffer UCI乌兹别克斯坦综合索引USD美国美元UZS UZBEK SOUM VAR AF PRIGAT AS IAM AS IAG