Scenarios: | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 |
Europe | USA | ALL-Banks 2010-2019 | ALL-Banks 2002-2009 | Europe 2010-2019 | Europe 2002-2009 | USA 2010-2019 | USA 2002-2009 | |
COMP-ESG | 0.149 | 0.402 | 0.086 | 0.268 | 0.074 | 0.227 | 0.318 | 0.422 |
COMP-EPS | 0.182 | 0.400 | 0.086 |
| 0.140 |
|
| 0.396 |
COMP-SPS | 0.184 |
| 0.129 | 0.276 |
|
| 0.316 | 0.402 |
COMP-GPS | 0.048 | 0.249 | 0.003 | 0.203 | −0.064 | 0.173 | 0.232 | 0.367 |
ESG-ROA | 0.201 | 0.105 | 0.113 | −0.144 | 0.154 | −0.077 | 0.045 | −0.074 |
EPS-ROA | −0.061 | −0.064 | −0.085 |
| −0.010 |
|
| −0.225 |
SPS-ROA | −0.103 |
| 0.150 | −0.120 |
|
| 0.123 | 0.122 |
GPS-ROA | 0.170 | 0.111 | 0.045 | −0.015 | 0.138 | −0.063 | −0.037 | −0.020 |
ESG-ROE | 0.114 | 0.101 | −0.036 | 0.077 | 0.033 | 0.084 | 0.011 | 0.016 |
EPS-ROE | −0.032 | −0.032 | −0.063 |
| 0.015 |
|
| −0.047 |
SPS-ROE | −0.109 |
| 0.042 | 0.043 |
|
| −0.029 | 0.033 |
GPS-ROE | −0.107 | −0.064 | −0.027 | 0.044 | 0.014 | 0.071 | −0.073 | 0.021 |
ESG-TQ | 0.168 | 0.110 | −0.046 | 0.144 | −0.016 | 0.037 | 0.031 | 0.181 |
EPS-TQ | −0.013 | −0.045 | 0.019 |
| −0.042 |
|
| −0.110 |
SPS-TQ | 0.201 |
| 0.074 | 0.098 |
|
| 0.006 | 0.064 |
GPS-TQ | 0.210 | 0.103 | 0.016 | 0.034 | 0.068 | −0.001 | 0.040 | 0.220 |
COMP-ROA | 0.102 | −0.038 | 0.000 | 0.068 | 0.035 | 0.034 | 0.095 | 0.239 |
COMP-ROE | 0.057 | 0.120 | 0.044 | −0.027 | 0.075 | −0.008 | 0.028 | −0.039 |
COMP-TQ | −0.037 | 0.104 | 0.116 | 0.025 | −0.008 | 0.014 | 0.107 | 0.017 |