Отраслевой анализ системных ESG рисков компаний

Environmental, Social, and Governance (ESG) and ESG-related risks are highly important for companies and investors. Companies considering ESG factors while making business-related decisions and assessing the company’s risks outperform other companies over the long term. The research aims are to investigate whether selected ESG factors specific to particular industries can be surveyed as a proxy of systemic risk factors in various industries and examine how systemic ESG factors impact the performance of companies. Also, the study highlighted differences in ESG factors’ systemic risks across industries. In this thesis, statistical models were built to identify the influence of ESG-related factors on the companies’ financial performance. It was showcased that systemic ESG risks are significant for companies’ performance, but strong industry specifics exist. The structure of the research study is as follows: firstly, the study’s relevance and problem statement are covered in the introduction, then, the literature review and methods used in the study are presented along with the hypothesis of the study in the central part, and the study is closed with conclusion and areas for future research.