Good Practice Guide to Climate Stress Testing

Published December 2021

UNEP FI’s Comprehensive Good Practice Guide to Climate Stress Testing is a detailed user guide for financial institutions looking to understand climate stress testing and develop plans for effectively executing them. It has been created to assist the financial sector in its climate stress testing journey and should be adapted to meet the needs of a given firm.

The report covers five major content areas:

  1. Emerging climate stress testing requirements and the landscape of test structures;
  2. Best practices for climate stress testing team organisation and the skills required;
  3. Best practices for climate stress testing data requirements and collection;
  4. Best practices for selecting the scenarios and models to use in climate stress testing; and
  5. How climate stress testing outputs can and should be applied to meet regulatory requirements and produce useful internal insights.

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