This book aims to detail most of the steps for greening banks. It starts with explaining the primary profit and capital adequacy indicators to establish the conditions for feasible sustainability initiatives. It then presents the primary methods for incorporating environmental and social indicators in capital requirement and value-at-risk estimations. The following chapters focus on sustainable lending and ESG investing, describing several approaches to such integration, from exclusion criteria and divestment strategies to an ESG-adjusted Capital Asset Pricing Model (CAPM) approach. Finally, the last chapter deals with green central banking, from theoretical arguments on the costs and benefits of allowing these institutions to extend their mandates to methodologies for greening stress testing, the primary supervisory tool for estimating systemic risks.

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

Introduction

  • Rodrigo Zeidan

摘要

This book aims to detail most of the steps for greening banks. It starts with explaining the primary profit and capital adequacy indicators to establish the conditions for feasible sustainability initiatives. It then presents the primary methods for incorporating environmental and social indicators in capital requirement and value-at-risk estimations. The following chapters focus on sustainable lending and ESG investing, describing several approaches to such integration, from exclusion criteria and divestment strategies to an ESG-adjusted Capital Asset Pricing Model (CAPM) approach. Finally, the last chapter deals with green central banking, from theoretical arguments on the costs and benefits of allowing these institutions to extend their mandates to methodologies for greening stress testing, the primary supervisory tool for estimating systemic risks.