Sustainability
Sustainable finance house of the year: Bank of America
Energy Risk Awards 2025: Bank furthers commitment to sustainability with large-scale transactions that showcase innovation, ingenuity and vision
Thirteen EU banks face loan losses of more than 16% from green switch
Climate stress test predicts overall bank losses of 6%, rising to 11% under adverse scenarios
New climate inputs upset Commerz’s loan risk map
Integration of sustainability parameters into provision models shifts €16 billion of loans to stage 2
Corporate ‘greenium’ reveals effect of ESG rules on returns
Analysis of sustainable products shows how SFDR has caused a shift in investor behaviour, writes economist
Sovereign ‘greenium’ differs more than you might think
Term structure data shows wide variation in yields for green sovereign debt, argues economist
Examining sustainability investments and financial performance of football clubs: an empirical analysis
The authors investigate how sustainability investments, financial leverage and growth rates impact the stock rate returns of football clubs.
The impact of greenhouse gas aversion on optimal portfolios
The author applies greenhouse gas aversion to the mean-variance portfolio framework and proposes a new portfolio performance measure for greenhouse-gas-averse investors.
Sustainable bond markets miss an options trick
A derivatives mindset could boost lagging sustainability-linked market, argues climate think-tank
First green asset ratios come in low as EU banks protest methodology
ABN Amro only bank to break double digits in a sample of 23 lenders
EU banks fear green asset ratios paint an unfair picture
Industry lobbyist clashes with lawmaker over usefulness of new sustainability disclosure
Volatility spillover effects and risk assessment of Indian green stocks: a DCC-GARCH analysis
The authors, focussing on India, employ a DCC-GARCH model to better understand price fluctuations and risks linked to other assets in relation to green investment projects.
The carbon equivalence principle: minimising the cost to carbon net zero
A method to align incentives with sustainability in financial markets is introduced
Nonbanking financial institutions and sustainability issues: empirical evidence on the impact of environmental, social and governance scores on market performance
The authors investigate relationships between environmental, social and governance scores and market-to-book ratios using data from North American and European nonbanking financial institutions.
The power of data and analytics in driving sustainability initiatives
The challenges with current data approaches are data availability, reliability and transparency. It is, therefore, crucial to use data platforms and data mesh to enhance the process of obtaining accurate information, both for sustainability reporting and…
Operational risk and regulatory capital: do public and private banks differ?
The authors investigate relationships between operational risk and regulatory capital in Indian public and private banks.