## Dataset overview

## Source details

**Canonical URL:** [Dataset overview](https://www.imf.org/-/media/files/publications/gfsr/2020/october/english/data/ch5.xlsx)

## Other formats

- [Markdown version](/-/media/files/publications/gfsr/2020/october/english/data/ch5.xlsx.md)
- [Structured JSON version](/-/media/files/publications/gfsr/2020/october/english/data/ch5.xlsx.json)

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### Dataset description
- Filename: ch5 (dataset for "GFSR Chapter Oct. 2020")
- Format: XLSX workbook with multiple worksheets containing figures and tables for "Chapter 5. Corporate Sustainability: Firms' Environmental Performance and the COVID-19 Crisis".
- Primary worksheet names (as present in the file):
  - "GFSR Chapter Oct. 2020"
  - "Table of Contents"
  - "Figure 5.1."
  - "Figure 5.2."
  - "Figure 5.3."
  - "Figure 5.4."
  - "Figure 5.5."
  - "Figure 5.5.1"

### Purpose and scope (as implied by worksheet titles)
- The workbook documents data underlying Chapter 5 of the Global Financial Stability Report, titled "Chapter 5. Corporate Sustainability: Firms' Environmental Performance and the COVID-19 Crisis".
- The figures provide time series, index series, panel results, and responses of environmental scores and emissions to shocks, and include market- and firm-level indicators (green bond issuance, syndicated loans, fund flows, equity indices, CO2 emissions, EU ETS prices, climate-term frequency).

### Workbook dimensions (sample)
- Worksheet "GFSR Chapter Oct. 2020": rowCount 32, columnCount 10
- Worksheet "Table of Contents": rowCount 20, columnCount 12
- Worksheet "Figure 5.1.": rowCount 3230, columnCount 28
- Worksheet "Figure 5.2.": rowCount 166, columnCount 36
- Worksheet "Figure 5.3.": rowCount 230, columnCount 38
- Worksheet "Figure 5.4.": rowCount 1574, columnCount 32
- Worksheet "Figure 5.5.": rowCount 2938, columnCount 35
- Worksheet "Figure 5.5.1": rowCount 2938, columnCount 44

### Key textual labels (verbatim)
- "Chapter 5. Corporate Sustainability: Firms' Environmental Performance and the COVID-19 Crisis"
- "Figure 5.1. The Energy Transition during the COVID-19 Crisis"
- "Figure 5.2. The COVID-19 Crisis and Green Investments"
- "Figure 5.3. Financial Constraints, Financial Stress, and Environmental Performance"
- "Figure 5.4. Economic Shocks and Environmental Performance"
- "Figure 5.5. Oil Market Shocks and Environmental Performance"
- "Figure 5.1.1. Climate Index"

### Major data themes and measures (verbatim labels extracted from figures)
- "1. Change in Daily CO2 Emissions in 2020 Compared with 2019 Mean Daily Emissions"
- "2. Price of European Union Emissions Trading System CO2 Emission Allowance"
- Units and scales appearing in worksheets:
  - "(Percent)"
  - "(Euros per metric ton)"
  - "(Billions of US dollars)"
  - "(Moving averages; percent)"
  - "(Percent)"
  - "(Index)"
  - "(Percent)"
  - "(Index)"
  - "(Percent)"
- Indices and equity series mentioned:
  - "MSCI ACWI"
  - "MSCI ACWI excluding fossil fuels USD price index"
  - "MSCI ACWI low carbon target USD price index"
  - "MSCI Global Environment Index"

### Sample data points and exact numeric values (from sample rows)
- Dates and prices from Figure 5.1. EU ETS:
  - "2008-03-03T00:00:00.000Z" — 20.88
  - "2008-03-04T00:00:00.000Z" — 20.67
  - "2008-03-05T00:00:00.000Z" — 21.24
  - "2008-03-06T00:00:00.000Z" — 21.35
  - "2008-03-07T00:00:00.000Z" — 21.38
- Daily CO2 change observations (date and percent-scale values) from Figure 5.1. sample rows:
  - "2020-01-01T00:00:00.000Z" — 0
  - "2020-01-02T00:00:00.000Z" — 0
  - "2020-01-03T00:00:00.000Z" — 0
  - "2020-01-04T00:00:00.000Z" — -0.039759004016408674
  - "2020-01-05T00:00:00.000Z" — -0.04771080481969043
- Green bond issuance and related series from Figure 5.2. (verbatim numbers):
  - "2014-01-15T00:00:00.000Z" — 0.670599304 (ratio of green issuance to total issuance)
  - "2014-02-15T00:00:00.000Z" — 1.68939805
  - "2014-03-15T00:00:00.000Z" — 1.984186482
  - "2014-04-15T00:00:00.000Z" — 5.48336135
  - "2014-05-15T00:00:00.000Z" — 4.147279371
- Syndicated loans to firms by environmental score (2009:Q1 sample):
  - "2009:Q1" — 144.5492 (firms with high environmental performance)
  - "2009:Q1" — 70.70442 (firms with poor environmental performance)
- Sustainable and environmental fund flows as a share of fund size (2003:Q1 sample):
  - "2003:Q1" — 4.470051
  - "2003:Q2" — 1.1071849999999999
- Equity index base values (2020-01-01T00:00:00.000Z sample):
  - "2020-01-01T00:00:00.000Z" — 100 (MSCI ACWI)
  - "2020-01-02T00:00:00.000Z" — 100.79789116127662
  - "2020-01-03T00:00:00.000Z" — 100.27421980043873
  - "2020-01-06T00:00:00.000Z" — 100.20168424032269
  - "2020-01-07T00:00:00.000Z" — 100.16099356025758
- Figure 5.3. sample coefficients and indices (verbatim):
  - Effects on environmental score (Index): Dividends — -4.111489; ICR — -1.220744; Ratings — -3.225785; Size — -9.848471; KZ score — -1.656233
  - Marginal effects on probability of making environmental investments (Percent): Dividends — -3.29553; ICR — -2.3487899999999997; Ratings — -0.89697; Size — -5.94671; KZ score — -0.44184999999999997
  - Response series (Index): 0 — -4.740708; 1 — -4.897843; 2 — -4.31465; 3 — -3.689513
  - Interaction coefficients (verbatim): Dividends — -0.0662951; ICR — -0.094582; Ratings — -0.0975817; Size — -0.0445585; KZ score — -0.0485045
- Figure 5.4. responses to a fall in the output gap (verbatim Index/Percent at horizons 0–3):
  - Environmental score (Index) at horizons 0,1,2,3: -2.3302; -3.0872870000000003; -2.947647; -3.111819
  - Log total CO2 emissions relative to revenues (Percent) at horizons 0,1,2,3: 1.7129; 7.2495; 8.5252; 3.0947000000000005
  - Alternate sample rows: Environmental score: -3.149985; -3.8098530000000004; -3.6090050000000002; -3.739206
  - Alternate sample rows: Log emissions: -5.8141; 1.2154; 2.6962; -2.9829000000000003
  - Alternate sample rows: Environmental score: -1.510414; -2.3647199999999997; -2.286289; -2.484432
  - Alternate sample rows: Log emissions: 9.24; 13.2835; 14.3542; 9.1724
- Figure 5.5. sample responses to oil market shocks (verbatim):
  - "Oil consumption demand shock" — -2.759519
  - "Oil supply shock" — 3.562298
- Figure 5.5.1 (Climate Index) sample annual and quarterly values (verbatim):
  - Year 2004 annual items:
    - "Climate change" — 0
    - "Fossil fuels" — 0.2198
    - "Emissions" — 1.9047999999999998
    - "CO2" — 0.4151
    - "Greenhouse gas" — 0.048799999999999996
    - "Renewable energy" — 0.4151
    - "Energy efficiency" — 0.5127999999999999
    - "Electric vehicle" — 0.0733
    - "Environmental impact" — 0.34190000000000004
    - "Any climate change term (right scale)" — 4.5841199999999995
  - Quarterly samples:
    - "2004:Q1" — 14.634150000000002 (Energy sector)
    - "2004:Q1" — 5.583819999999999 (All sectors)

### Data structure and usage notes (from samples)
- Time series use ISO 8601 timestamp strings such as "2020-01-01T00:00:00.000Z" and quarterly labels such as "2009:Q1".
- Several panels present parallel series across multiple columns (for example, green issuance ratio and total issuance in billons of US dollars; environmental fund flows across multiple fund categories).
- Results include index series, percent changes, and event-response coefficients; many numeric values include full floating-point precision as stored in the workbook.
- Any use or analysis should preserve numeric fidelity exactly as presented (no rounding), and respect the original units and labels shown in the workbook.

*Data extracted from workbook "ch5" (worksheets and sample rows as provided).*

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_Source: https://www.imf.org/-/media/files/publications/gfsr/2020/october/english/data/ch5.xlsx_