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Empirical study on relationship between corporate social responsibility and financial performance in Korea
Han, Jae Joon; Kim, Hyun Jeong; Yu, Jeongmin - In: Asian Journal of Sustainability and Social … 1 (2016) 1, pp. 61-76
activities. One of the widely recognized measures to proxy CSR is the Environmental, Social, and Governance (ESG) score. This … of 2008 ~ 2014. We use three separate individual Environmental, Social and Corporate Governance (ESG … Stock Return for the FP measures. We found that the ESG disclosure scores (the measures of environmental, social, and …
Persistent link: https://www.econbiz.de/10012217608
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The term structure of risk premia: new evidence from the financial crisis
Berg, Tobias - 2010
This study calibrates the term structure of risk premia before and during the 2007/2008 financial crisis using a new calibration approach based on credit default swaps. The risk premium term structure was flat before the crisis and downward sloping during the crisis. The instantaneous risk...
Persistent link: https://www.econbiz.de/10011605211
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Common factors in credit defaults swaps markets
Chen, Yi-hsuan; Härdle, Wolfgang Karl - 2012
We examine what are common factors that determine systematic credit risk and estimate and interpret the common risk factors. We also compare the contributions of common factors in explaining the changes of credit default swap (CDS) spreads during the pre-crisis, crisis and post-crisis period....
Persistent link: https://www.econbiz.de/10010318764
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Risikomanagement mit Kreditoptionen
Broll, Udo; Welzel, Peter - 2002
In diesem Beitrag wird die Einsatzmöglichkeit eines Kreditderivats vom Typ einer Kreditoption für eine Bank untersucht. Das Management des Kreditrisikos erfährt in jüngerer Zeit besondere Aufmerksamkeit. Gestiegenen Kreditausfallrisiken begegnen Kreditinstitute mehr und mehr durch die...
Persistent link: https://www.econbiz.de/10010291701
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Determinants of Euro Term Structure of Credit Spreads
Van Landschoot, Astrid - 2004
In this paper, we analyze wether the sensitivity of credit spread changes to financial and macroeconomic variables depends on bond characteristics such as rating and maturity. First, we estimate the term structure of credit spreads for different rating categories by applying an extension of the...
Persistent link: https://www.econbiz.de/10011506579
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Liquidity risk, credit risk and the overnight interest rate spread: A stochastic volatility modelling approach
Beirne, John; Caporale, Guglielmo Maria; Spagnolo, Nicola - 2010
In this paper we model the volatility of the spread between the overnight interest rate and the central bank policy rate (the policy spread) for the euro area and the UK during the two main phases of the financial crisis that began in late 2007. During the crisis, the policy spread exhibited...
Persistent link: https://www.econbiz.de/10010270543
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When is there a strong transfer risk from the sovereigns to the corporates?
Bai, Jennie; Wei, Shang-jin - 2012
When a sovereign faces the risk of debt default, it may be tempted to expropriate the private sector. This may be one reason why international investment in private companies has to take into account the sovereign risk. But the likelihood of sovereign risk transferring to corporates and...
Persistent link: https://www.econbiz.de/10010333592
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Más allá de la responsabilidad social de las empresas: Reforzar la diligencia debida en materia de derechos humanos mediante el Instrumento jurídicamente vinculante sobre empresas...
Terán, Daniel Uribe - 2021
The discussion on the need for mandatory human rights due diligence (HRDD) requirements has permeated the interests of policy makers, civil society organizations and international organizations. The current trend on the adoption of domestic legislation concerning HRDD standards shows a variety...
Persistent link: https://www.econbiz.de/10014374518
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Au-delà de la responsabilité sociale de l'entreprise: Renforcer le devoir de diligence en matière de droits de l'homme au moyen de l'instrument juridiquement contraignant relatif a...
Terán, Daniel Uribe - 2021
The discussion on the need for mandatory human rights due diligence (HRDD) requirements has permeated the interests of policy makers, civil society organizations and international organizations. The current trend on the adoption of domestic legislation concerning HRDD standards shows a variety...
Persistent link: https://www.econbiz.de/10014374519
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Sustainable finance: A journey toward ESG and climate risk
Billio, Monica; Costola, Michele; Hristova, Iva; … - 2022
The present paper proposes an overview of the existing literature covering several aspects related to environmental …, social, and governance (ESG) factors. Specifically, we consider studies describing and evaluating ESG methodologies and those …
Persistent link: https://www.econbiz.de/10013186976