Blake Goud Blake Goud

The full story of climate data for financial institutions isn’t just the numbers

The Network for Greening the Financial System has released a detailed overview of the state of emissions data and ways to improve them. It is much more important than it may appear at first glance. That’s because measurement and reporting are designed to guide how the data are being used, but no single metric or methodology provides a complete guide to Net Zero or Paris-alignment. 

The purpose of climate disclosures is to help users of its reporting to evaluate the degree to which the entity is protecting itself against future risks associated with its greenhouse gas (GHG) emissions from climate change, nature loss, and the achievement or failure to see through a Just Transition. The numbers only tell one part of that story, even if they are perfectly consistent in what is being reported between different entities.

The much more important information comes through identifying how much an entity can and expects to be involved in influencing changes to the emissions it reports today for future periods. If they can clearly break down the emissions they report into buckets of emissions based on what they can and cannot influence, and then explain how they plan to influence others to reduce in line with their targets, then the report data become much more powerful.

Instead of being just another metric to report, it becomes enriched with both information about the present and guidance about the future, which brings both value creation potential and accountability.

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Blake Goud Blake Goud

A step-change: how a systemic risk buffer could benefit transition finance

The financial consequences of climate change and the necessary transition to global Net Zero by 2050 have made it difficult for financial institutions to change the way they make decisions quickly enough. A working paper published by researchers at the European Central Bank provides evidence for how the financial sector could be insulated from any losses by creating a systemic risk for the entire sector.

Until now, most of the regulatory responses to the risks associated with climate change have been incentives for non-financial companies to make green investments, greater disclosure by corporations and financial institutions about their financed emissions, and climate stress-testing exercises by central banks and supervisors.

The Systemic Risk Buffer was developed to reflect the overall level of near-term transition risk exposure of the financial institution – within the coming three years — and not be linked to individual green or dirty assets. Instead of adjusting the risk weighting of individual exposures, as a green supporting factor or dirty penalizing factor would do, it groups financial institutions into buckets based on the potential transition risk relative to their risk-weighted assets.

Using the collected data for calibrating a systemic risk buffer provides a tangible use for the stress tests and a data-guided way to balance the risk of financing climate-exposed sectors with the short-term gain that banks have by continuing to provide financing. Transition risk buckets offers substantial leeway for banks to finance companies transitioning activities from unsustainable to sustainable activities without facing increases in their capital requirement.

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Policies & Regulations Blake Goud Policies & Regulations Blake Goud

Financial Institutions May Be Lulled Into Complacency By Climate Stress Test Results

  • The UK’s Institute & Faculty of Actuaries (IFoA) says users of climate risk models may put too much weight on the results of scenarios selected for regulatory stress tests

  • Financial institutions should use a diversity of climate scenarios, both quantitative and qualitative, to ensure that the outputs are consistent with the economic implications of physical climate impacts in a ‘hot house’ world

  • Many models using traditional economic modeling applied to climate change scenarios produce overly benign results that significantly understate the true risk that financial institutions face

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