Figure 2.
The chart shows probability of default on the vertical axis and E S G credit score categories on the horizontal axis, with three groups labelled less than 0.35, 0.35 to 0.6, and greater than or equal to 0.6. The first group has the highest value, the second group shows a lower value, and the third group has the lowest value. The pattern indicates a decreasing trend in the probability of default as the E S G credit score range increases.ESG credit score and probability of default (PD)