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Record W2010408122 · doi:10.1080/20430795.2015.1008736

Incorporating environmental criteria into credit risk management in Bangladeshi banks

2015· article· en· W2010408122 on OpenAlexaff
Olaf Weber, Asadul Hoque, Mohammad Islam

Bibliographic record

VenueJournal of Sustainable Finance & Investment · 2015
Typearticle
Languageen
FieldBusiness, Management and Accounting
TopicCorporate Finance and Governance
Canadian institutionsUniversity of Waterloo
Fundersnot available
KeywordsSustainabilityCredit riskDefaultBusinessCredit ratingCredit enhancementCredit referenceCredit historyRisk managementProcess (computing)Actuarial scienceFinanceComputer science

Abstract

fetched live from OpenAlex

Does the integration of environmental, social and sustainability criteria in commercial credit risk assessment processes create a benefit for lenders and does it improve the prognostic validity of the credit risk prediction? Some analyses have reported that a correlation exists between commercial borrowers’ sustainability performance and credit risks. We analyzed the role that criteria pertaining to sustainability and environmental orientation play in the commercial credit risk management process in Bangladeshi banks. Our results suggest that sustainability criteria improve the prognostic validity of the credit rating process. We conclude that the sustainability a firm demonstrates influences its creditworthiness as part of its financial performance. Consequently, lenders will benefit from implementing credit risk assessment models that integrate sustainability risks. By taking sustainability issues into account, banks will be able to avoid credit defaults on the one hand and to channel commercial loans to sustainability leaders on the other hand.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.534
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0000.003
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.013
GPT teacher head0.216
Teacher spread0.203 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

Study designNot applicable
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations85
Published2015
Admission routes1
Has abstractyes

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