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Climate change is one of the greatest challenges of our time, even in the short term, and financial institutions will not escape its economic effects either. Focusing on the key players of the Hungarian financing model, i.e. commercial banks, the essay reviews how the risks associated with climate change can be assessed in the context of stress tests. To do this, it considers the most recent literature on the topic and aspects that have emerged in analyst practice. The discussion of thedoi:10.33893/fer.19.4.107131 fatcat:klvgkknugbejrhavlqnx2bmf6i