Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/241070 
Authors: 
Year of Publication: 
2021
Series/Report no.: 
MNB Occasional Papers No. 141
Publisher: 
Magyar Nemzeti Bank, Budapest
Abstract: 
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.
Subjects: 
climate change
transition risk
greenhouse gas intensity
lending activity
risk indicator
JEL: 
C43
G21
Q54
Document Type: 
Working Paper

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