МЕХАНИЗМ ОЦЕНКИ ESG-РИСКОВ В СИСТЕМЕ РИСК-МЕНЕДЖМЕНТА КОММЕРЧЕСКОГО БАНКА

The article examines the problem of integrating environmental, social, and governance (ESG) risks into the risk management system of a commercial bank. Based on the analysis of international regulatory standards (Basel Committee on Banking Supervision, European Banking Authority, European Central Bank, NGFS), the results of supervisory climate stress testing, and data on the development of the green finance market in Uzbekistan, a five-stage mechanism for ESG risk assessment is substantiated: identification, measurement, transmission into traditional types of banking risks, management, and monitoring. The author proposes a model for the integrated ESG scoring of a borrower with an industry-specific adjustment, alongside a methodology for adjusting the probability of default, illustrated by a conditional calculation. It is concluded that ESG risks should be viewed not as a separate category, but as a driving factor that amplifies credit, market, operational, and liquidity risks.

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