贷款和银行业绩的碳足迹:来自小组数据的国际证据
Mikhail Stolbov1, Maria Shchepeleva2
1Department of Applied Economics, Moscow State Institute of International Relations (MGIMO University), 76 Prospekt Vernadskogo, Moscow, 119454, Russia. stolbov.m@my.mgimo.ru.
概括
减少系统风险是降低银行贷款碳足迹的关键. 这种系统性风险,特别是在发达国家,显著影响贷款活动的碳排放.
科学领域:
- 环境金融 环境金融
- 银行法规 银行法规
- 可持续的银行业务
背景情况:
- 了解银行业绩和环境影响之间的联系对于可持续金融至关重要.
- 之前的研究已经探讨了银行业绩指标,但往往忽视了它们与贷款碳足迹的直接联系.
研究的目的:
- 研究银行业绩指标 (集中,利能力,风险) 与银行贷款的碳足迹之间的动态关系.
- 为了区分这些关系在发达和发展中国家的经济体.
主要方法:
- 从2010年至2018年,该小组对37个国家的数据进行了分析.
- 使用局部预测 (Jordá,2005) 作为短时间序列的面板VAR替代方案.
- 根据收入,资源和环境绩效,K-就业意味着将国家分成分组.
主要成果:
- 对于整个小组来说,系统性风险推动了碳足迹,并影响了不良贷款 (NPL) 比率和Z-score.
- 系统性风险对碳足迹的影响源于发达国家.
- 碳足迹对不良贷款率和Z-score的影响主要观察到发展中国家和新兴经济体.
结论:
- 制系统性风险对于减少银行贷款的碳足迹至关重要.
- 政策干预应考虑发达经济体与发展中国家在金融风险和碳排放方面采取不同的方法.
- 度和利率与贷款碳足迹的关联较弱.
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