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Definitions and data sources of variables
| Description | Data source | Transformation | |
|---|---|---|---|
| GL | Green lending to the portfolio ratio | Bankscope database | Logarithm |
| GDP per capita (ppp) |
Gross domestic product (GDP) at purchasing power parity Per capita (international dollar) |
Bankscope database | Logarithm |
| TA | Trade openness | Bankscope database | Logarithm |
| HHI | Herfindahl index | Bankscope database | |
| MS | Money supply | Bankscope database | |
| DLI | Default likelihood | Bankscope database | Logarithm |
