Climate change is one of the most significant challenges facing humanity in the 21st century，with its potential risks gradually infiltrating all levels of the global economy，financial system，and social structure. As extreme weather events become more frequent，sea levels rise，and ecosystem damage intensifies，climate change not only threatens environmental sustainability but also profoundly affects the normal operations of businesses，the stability of financial markets，and policy formulation by governments. In the financial sector，climate risk has become an important component of systemic risk，necessitating that financial regulators，financial institutions，and market participants pay close attention to and actively address the potential economic impacts. To assess the potential impacts of climate change on the financial system and provide a scientific basis for policymakers and financial markets，climate risk stress testing has emerged as a crucial tool. By simulating economic and financial market performance under different climate scenarios，it helps financial institutions identify and quantify their vulnerabilities in various climate situations，thereby enhancing their adaptability to climate risks. With the advancement of the Paris Agreement and global green finance initiatives，financial regulators in various countries have introduced climate risk stress testing，aiming to improve the climate resilience of financial systems and facilitate a smooth transition to a low-carbon economy. This section delves into the background，methods，implementation processes，and application of climate risk stress testing in global financial regulation. It also presents specific cases demonstrating how this tool can be used to assess the risk exposure of financial institutions under different climate scenarios，while discussing the challenges faced by climate risk stress testing and future directions for its development.