The Network for Greening the Financial System (NGFS) Workstream on Scenario Design and Analysis has released the first vintage of NGFS Short-Term Scenarios, a publicly available scenario set intended to help central banks and supervisors assess the near-term macro-financial effects of climate policy and climate change over the next five years. The scenarios complement the NGFS long-term scenarios by combining transition risk, acute physical risk and macro-financial feedbacks to support applications such as stress testing and risk assessment. The release covers four narratives: two transition pathways (Highway to Paris and Sudden Wake-Up Call), a physical risk pathway built around compound extreme weather events in 2026 and 2027 (Disasters and Policy Stagnation, with six regional variants), and a combined transition and physical risk pathway with supply chain disruptions in critical raw materials (Diverging Realities). Headline results include global output losses limited to 0.5% in 2030 under an orderly, coordinated transition with gradual carbon price increases and recycling of carbon revenues into green investment, versus 1.3% output losses and a 1.3 percentage point rise in unemployment under a delayed and abrupt transition, alongside higher default probabilities in high-polluting sectors including coal (+35 percentage points) and oil (+12 percentage points). For physical shocks, regional GDP losses peak at 12.5% in Africa, and default probabilities rise by more than 10 percentage points in the power supply sector; under Diverging Realities, global GDP losses reach up to 2.8% and unemployment increases up to 1.7 percentage points in 2028. Scenario outputs from the GEM-E3, EIRIN and CLIMACRED models are available via the NGFS IIASA Scenario Explorer (online workspaces, bulk downloads and an API), with the NGFS EnTry toolkit supporting code-based access; technical documentation and further explanatory materials accompany the dataset, and future refinements are expected to be informed by user feedback.