Semantic Scholar Open Access 2024 270 sitasi

Being Stranded with Fossil Fuel Reserves? Climate Policy Risk and the Pricing of Bank loans

M. Delis Kathrin de Greiff S. Ongena

Abstrak

Do banks price the risk of stranded fossil fuel reserves? To address this question, we hand collect global data on corporate fossil fuel reserves from 2002 to 2016, match it with syndicated loans, and subsequently compare the loan rate charged to fossil fuel firms — along their climate policy exposure — to other firms. We find that banks price climate policy exposure, especially after 2015. We also uncover that our main effect further increases for loans with longer maturity, that loan size to fossil fuel firms increases, and that ‛Green’ banks also charge higher loan rates to fossil fuel firms.

Penulis (3)

M

M. Delis

K

Kathrin de Greiff

S

S. Ongena

Format Sitasi

Delis, M., Greiff, K.d., Ongena, S. (2024). Being Stranded with Fossil Fuel Reserves? Climate Policy Risk and the Pricing of Bank loans. https://doi.org/10.2139/ssrn.3451335

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Informasi Jurnal
Tahun Terbit
2024
Bahasa
en
Total Sitasi
270×
Sumber Database
Semantic Scholar
DOI
10.2139/ssrn.3451335
Akses
Open Access ✓