climateBUG : A data-driven framework for analyzing bank reporting through a climate lens

Yinan Yu, Samuel Scheidegger, Jasmine Elliott, Åsa Löfgren

Abstract: Highlights•A data-driven framework to detect qualitative information in banks’ annual reporting.•Natural language processing is applied to non-financial reporting and sustainability.•Framework developed with an interdisciplinary approach and relevant domain knowledge.•Framework includes annotated data and learning model as standalone components.