Sustainability-Related Risks in Credit Risk Modeling: Evidence, Limitations, and the Role of Machine Learning

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Manuele Massei, W.J.A. van Heeswijk, Xiaohong Huang, Laura Spierdijk
DOI: 10.2139/ssrn.6046795
Cited by: 0

Fields of Study & Subjects

Sustainable Finance and Green Bonds Credit Risk and Financial Regulations Financial Distress and Bankruptcy Prediction

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Language
EN
Document type
Preprint