23. September 2019 / Michaela Müller-Wittek

Neuer Forschungsbericht "Quantitative Credit Rating Models including ESG factors"

Der aktuelle Forschungsbericht von Herrn Christoph Klein steht nun zum Download bereit.

Zusammenfassung des neuesten Forschungsberichtes an der Abt. III:

We construct a discriminant function including an ESG factor that has a higher explanatory power in discriminating industrial companies between good and poor credit qualities than similar models without an ESG factor. While empirical credit quality research has focused on “classic” credit ratios in the past, we find that adding at least one ESG factor improves quantitative credit rating models.

 

 

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