Develop and enhance the stress testing processes, methodologies and models.
Engage with internal stakeholders to support delivery of the climate risk stress testing.
Conduct assessment of climate risk scenarios, focusing primarily on the execution of stress tests and translation of climate risk scenarios to credit risk projections
Simulate MFRS9 ECL and/or regulatory credit risk capital demand (RWA and EL) projections for the credit portfolios.
Prepare and submit reports for climate risk stress tests for management, board and regulator.
Conduct in depth analysis of climate risk stress test results to identify risk drivers.
Implement and enhance a robust climate risk stress testing system through testing and maintenance of the system.
Develop climate policies and manuals related to climate stress testing
Address any CRR related to climate stress testing.