Response to EBA on Climate-related Data

On October 11, 2023,  ISDA and the Association for Financial Markets in Europe (AFME) submitted a joint response to the European Banking Authority (EBA) on its consultation on draft templates for collecting climate-related data from EU banks.

The draft templates are designed to collect climate-related and financial information and aggregated and counterparty-level data on credit risk, market and real estate risks, which will allow regulators to assess concentration risk of large climate exposures, as well as capture amplification mechanisms and assess second round effects.

In the response, the associations provide feedback and recommendations to help the EBA further develop these templates and collate data that will be informative on climate-related risks within the banking sector.

Documents (1) for Response to EBA on Climate-related Data

ISDA AGM Studio: Jacques Vigner, BNP Paribas

Jacques Vigner, ISDA board member and chief strategic oversight officer for global markets at BNP Paribas, speaks with Mark Gheerbrant, global head of risk and capital at ISDA, on the key obstacles to a consistent, risk-appropriate capital framework and how to...

ISDA AGM Studio: Future Leaders in Derivatives

Following publication of the latest whitepaper from the ISDA Future Leaders in Derivatives (IFLD) program, Collateral and Liquidity Efficiency in the Derivatives Market: Navigating Risk in a Fragile Ecosystem, Joel Clark talks to IFLD participants Koen Ottenheijm, senior treasury and...