Sustainability
Quantcast Master’s Series: Laura Ballotta, Bayes Business School
The business school prioritises the teaching of applicable knowledge with a keen eye on the real world
Sustainable fuels house of the year: Anew Climate
Energy Risk awards 2025: Environmental firm guides clients through regulatory flux
APG upbeat on sustainability derivatives despite setbacks
Isda AGM: Dutch pension fund manager’s chief executive believes instruments have room to grow
Enhancing organizational sustainability through human resource analytics: examining the moderating effect of organizational culture
Focussing on information-technology-based organizations, the authors investigate links between human resources analytics and organizational sustainability, finding HR analytics to enhance organizational sustainability.
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.
Social distancing: quantifying the ‘S’ in ESG
The ‘social’ pillar of ESG has been the poor relation in terms of data – until now
HKMA launches consultation on green taxonomy
Regulator could use proposal to assess progress of banks towards climate goals
Sovereign credit risk modeling using machine learning: a novel approach to sovereign credit risk incorporating private sector and sustainability risks
The authors investigate the effect of spillover effects from private sector risks on sovereign debt risk and the impact of rising sustainability risks on sovereign credit risk using the XGBoost classification algorithm and model interpretability…