Which Sustainability Dimensions Affect Credit Risk? Evidence from Corporate and Country-Level Measures
Amid growing concern over sustainability issues, there is increasing demand to incorporate environmental and social issues into assessments of credit risk, the possibility of loss resulting from a borrower’s failure to meet their financial obligations. In this paper, we sought to identify empirical...
Main Authors: | , , |
---|---|
Format: | Article |
Language: | English |
Published: |
MDPI AG
2020-12-01
|
Series: | Journal of Risk and Financial Management |
Subjects: | |
Online Access: | https://www.mdpi.com/1911-8074/13/12/316 |