Physical & transition risk by region · TCFD scenario analysis · ESRS E1
Exposure above medium risk (RCP4.5)
HUF 5,700B
88.0% of total loan portfolio
Physical Risk
51/100
Transition Risk
84/100
Composite Score
69/100
Exposure
HUF 2100B
NACE K64 · Top hazard: Urban heat island / flood
Physical Risk (RCP4.5)
Transition Risk (RCP4.5)
Risk Decomposition — Budapest & Pest County
Regional Risk Comparison — Physical
Full Region Risk Matrix — RCP4.5
| Region | Physical Risk | Transition Risk | Composite | Exposure (HUF B) | Top Hazard |
|---|---|---|---|---|---|
| Budapest & Pest County | 51 | 84 | High | 2,100 | Urban heat island / flood |
| Northern Hungary | 78 | 59 | High | 820 | Drought / soil erosion |
| Great Plain (Alföld) | 96 | 51 | High | 940 | Extreme drought / heat |
| Southern Transdanubia | 70 | 54 | Medium | 610 | Flood / river overflow |
| Western Hungary | 42 | 74 | Medium | 780 | Wind / hail events |
| Lake Balaton Area | 57 | 65 | Medium | 380 | Drought / water level |
| Northern Great Plain | 89 | 47 | High | 850 | Flood / groundwater rise |
AI Climate Recommendation — Budapest & Pest County
Under RCP4.5, Budapest & Pest County carries a high composite climate risk (score 69/100). Primary exposure is HUF 2100B concentrated in NACE K64. Recommended actions: covenant review for top 20 borrowers, physical risk surcharge on new origination, and green loan engagement programme to support transition.