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

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:	2021
Authors:	Bokor, László
Publisher:	Budapest : Magyar Nemzeti Bank
Subject:	climate change \| transition risk \| greenhouse gas intensity \| lending activity \| risk indicator

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Series:	MNB Occasional Papers ; 141
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	1769526633 [GVK] hdl:10419/241070 [Handle]
Classification:	C43 - Index Numbers and Aggregation ; G21 - Banks; Other Depository Institutions; Mortgages ; Q54 - Climate; Natural Disasters
Source:	EconStor

Persistent link: https://www.econbiz.de/10012619145