Table 1: An integrative framework on... | Emerald Publishing

Table 1:

An integrative framework on sustainable and climate finance

Variable	N	Mean	SD	p25	p50	p75
MES	37956	0.047121	0.030846	0.027365	0.037926	0.05551
Δ CoVar	37956	0.012098	0.008249	0.005681	0.011274	0.017247
Sea level rise	39038	0.118174	0.355239	0	0	0
Climate disaster (raw number)	29223	46.15751	60.28539	10	26	62
Climate disaster (scaled)	29223	0.000924	0.001125	0.0000237	0.000574	0.001117
Environmental and climate policy uncertainty	39038	4.53034	.4234851	4.204693	4.465908	4.912655
Firm-level environmental risk	7234	0.004109	0.0039929	0.001607	0.0029738	0.0050511
Ln(Assets)	39027	14.50826	1.630681	13.32454	14.14845	15.36587
Ln(Assets)^²	39027	213.1486	50.17282	177.5434	200.1785	236.11
Bank Capital	37946	0.096337	0.02889	0.07795	0.092009	0.1089
Profitability (ROA)	37946	0.005574	0.005692	0.002734	0.005353	0.008757
Loan-to-Assets	37946	0.675229	0.145241	0.603933	0.686741	0.762882
Loan Growth	37944	0.027223	0.062613	-0.00276	0.01732	0.041029
Loan Loss Provisions-to-Assets	37940	0.002399	0.003817	0.000463	0.001177	0.002592
Liquidity-to-Assets	37913	0.046016	0.030547	0.025764	0.038396	0.056514
Deposit-to-Assets	37946	0.659929	0.143118	0.597769	0.680332	0.752226
Non-interest income-to-Assets	37946	0.008276	0.009048	0.003054	0.005787	0.010095

Variable	N	Mean	SD	p25	p50	p75
MES	37956	0.047121	0.030846	0.027365	0.037926	0.05551
Δ CoVar	37956	0.012098	0.008249	0.005681	0.011274	0.017247
Sea level rise	39038	0.118174	0.355239	0	0	0
Climate disaster (raw number)	29223	46.15751	60.28539	10	26	62
Climate disaster (scaled)	29223	0.000924	0.001125	0.0000237	0.000574	0.001117
Environmental and climate policy uncertainty	39038	4.53034	.4234851	4.204693	4.465908	4.912655
Firm-level environmental risk	7234	0.004109	0.0039929	0.001607	0.0029738	0.0050511
Ln(Assets)	39027	14.50826	1.630681	13.32454	14.14845	15.36587
Ln(Assets)²	39027	213.1486	50.17282	177.5434	200.1785	236.11
Bank Capital	37946	0.096337	0.02889	0.07795	0.092009	0.1089
Profitability (ROA)	37946	0.005574	0.005692	0.002734	0.005353	0.008757
Loan-to-Assets	37946	0.675229	0.145241	0.603933	0.686741	0.762882
Loan Growth	37944	0.027223	0.062613	-0.00276	0.01732	0.041029
Loan Loss Provisions-to-Assets	37940	0.002399	0.003817	0.000463	0.001177	0.002592
Liquidity-to-Assets	37913	0.046016	0.030547	0.025764	0.038396	0.056514
Deposit-to-Assets	37946	0.659929	0.143118	0.597769	0.680332	0.752226
Non-interest income-to-Assets	37946	0.008276	0.009048	0.003054	0.005787	0.010095