Bank carbon risk index - a simple indicator of climate-related transition risks of lending activity

László Bokor

I propose a simple indicator of climate-related transition risks of banks’ lending activity based on transaction-level loan data. The underlying idea is that the higher the greenhouse gas intensity of an economic activity (and so a debtor), the higher its transition risk. Recent Hungarian trends of this indicator alerts to significantly regrowing risks.

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Year of publication:	September 2021
Authors:	Bokor, László
Publisher:	Budapest : Magyar Nemzeti Bank
Subject:	climate change \| transition risk \| greenhouse gas intensity \| lending activity \| risk indicator \| Klimawandel \| Climate change \| Risiko \| Risk \| Treibhausgas-Emissionen \| Greenhouse gas emissions \| Kreditrisiko \| Credit risk \| Welt \| World \| Kreditgeschäft \| Bank lending \| Bankrisiko \| Bank risk \| Risikomanagement \| Risk management \| Umweltbelastung \| Pollution \| Finanzrisiko \| Financial risk

Extent:	1 Online-Ressource (circa 22 Seiten) Illustrationen
Series:	MNB occasional papers. - Budapest : [Verlag nicht ermittelbar], ISSN 1585-5678, ZDB-ID 2224669-1. - Vol. 141
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper
Language:	English
Other identifiers:	hdl:10419/241070 [Handle]
Classification:	C43 - Index Numbers and Aggregation ; G21 - Banks; Other Depository Institutions; Mortgages ; Q54 - Climate; Natural Disasters
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012613333