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

Arbeitspapier

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.

Object Details

• Language: Englisch

References and Relationships

• Bibliographic citation: Series: MNB Occasional Papers ; No. 141

Classification and Topics

• Classification: Wirtschaft ; Index Numbers and Aggregation; Leading indicators ; Banks; Depository Institutions; Micro Finance Institutions; Mortgages ; Climate; Natural Disasters and Their Management; Global Warming
• Subject: climate change ; transition risk ; greenhouse gas intensity ; lending activity ; risk indicator

Contributors, Places and Time

• Event: Geistige Schöpfung
• (who): Bokor, László
• Event: Veröffentlichung
• (who): Magyar Nemzeti Bank
• (where): Budapest
• (when): 2021

Further information

• Handle: http://hdl.handle.net/10419/241070
• Last update: 10.03.2025, 11:43 AM CET