How Green are Green Debt Issuers?

Author/Editor:

Jochen Schmittmann ; Chua Han Teng

Publication Date:

July 23, 2021

Electronic Access:

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Disclaimer: IMF Working Papers describe research in progress by the author(s) and are published to elicit comments and to encourage debate. The views expressed in IMF Working Papers are those of the author(s) and do not necessarily represent the views of the IMF, its Executive Board, or IMF management.

Summary:

Green debt markets are rapidly growing while product design and standards are evolving. Many policymakers and investors view green debt as an important component in the policy mix to achieve the transition to a low carbon economy and ensure the pricing of climate risks. Our analysis contributes to the nascent literature on the environmental impact of green debt by documenting the CO2 emission intensity of corporate green debt issuers. We find lower emission intensities for green bond issuers relative to other firms, but no difference for green loan and sustainability-linked loan borrowers. Green bond, green loan, and sustainability-linked loan borrowers lower their emission intensity over time at a faster rate than other firms.

Series:

Working Paper No. 2021/194

Frequency:

regular

English

Publication Date:

July 23, 2021

ISBN/ISSN:

9781513592992/1018-5941

Stock No:

WPIEA2021194

Pages:

30

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