Sustainable Finance: the EU enters the final stretch

31 March 2023 - Foreword of the week - By : Anuschka HILKE

Elections of the European Parliament are coming up in June 2024 and will be followed by the renewal of the Commission. Hence, there are only a few months left to finalize the implementation of the renewed sustainable finance strategy adopted in 2021. This strategy aims, among other things, to increase the contribution of the financial sector to sustainability. It seems too early to already draw conclusions on how the Commission delivered on its objectives as some key legislative and supervisory processes are still under way. This newsletter focusses on some of these ongoing processes that receive quite some attention in the public debate

 

The first one is about climate stress tests. In early March, the European Commission launched a new climate stress testing exercise covering the entire European financial system. While it is not the primary focus of such exercises, I4CE has looked into the impact on transition financing. This report published today shows that, to date, while they have had some undeniably interesting co-benefits for banks and supervisors, this impact has been limited. And it is likely to remain so in the future.

 

What about the obligation for banks to have climate transition plans? After having introduced in the Corporate Sustainability Reporting Directive an obligation to companies, including financial institutions, to publish Climate transition plans, European legislators are negotiating the revision of the Capital Requirements Directive (CRD) and the introduction of a Corporate Sustainability Due Diligence Directive (CSDDD). Two directives that also talk about climate transition plans. Taken together, all these directives can make a difference. But they have to be consistent with each other. This is what you will find out in our latest OpEd by Romain Hubert. 

 

Read the newsletter

To learn more
  • 10/25/2024 Blog post
    Reframing the stranded assets narrative for European private financial institutions

    The implementation of the new banking package (or Capital Requirements Directive package) that adopts the final parts of the international Basel 3 financial regulation is underway in the European Union. The European Banking Authority (EBA) along with the other European Supervisory Authorities (ESAs) is mandated to develop technical standards that provide the framework to help financial institutions comply with the new regulatory rules. Key among these standards is the novel guidance on ESG risks which is expected to be finalised by the EBA in the coming months. This is an opportune moment to address weaknesses in banks’ risk management practices, particularly regarding the underestimation of stranded asset risks, a missing angle in current policy debates.  

  • 07/05/2024 Foreword of the week
    After 5 years of the Green Deal, where is Europe on the road to decarbonisation?

    Following the European elections on June 9, the EU is adapting to a new, more conservative, political reality. Yet despite changing political tides, a new EU leadership will still need to find a credible answer to how the continent is to reach climate neutrality by 2050. To understand how to get there, we need a clear understanding of the progress already made. This is where the European Climate Neutrality Observatory (ECNO) comes in.

  • 06/28/2024
    From Stranded Assets to Assets-at-Risk: Reframing the narrative for European private financial institutions

    Private financial institutions must rethink their approach to managing stranded asset risks. The current narrative on quantifying fossil fuel sector exposures within a limited scope of financial portfolios (mostly loans) largely underestimates potential stranding losses. As the low-carbon transition impacts all economic sectors, private financial institutions (FIs) must consider material transition-driven stranding risks within their overall transition risk management framework using a ‘whole of economy’ lens. Traditional risk management approaches are ill-suited to the methodological and quantification challenges of transition-driven stranding risks, so a flexible, dynamic, forward-looking approach is necessary. Strong, incentivising public policy coordinated with financial regulatory and supervisory impetus is necessary to preemptively identify, monitor and manage stranding losses on ‘assets-at-risk’ (i.e., potential stranded assets). The ECB finds that 40% of the total loan portfolio of euro area banks is exposed to energy-intensive sectors*, making them vulnerable to transition risks, including stranding. It is time for an urgent reframing of the stranded asset narrative to avoid significant financial losses (endangering financial stability) and direct orderly transition finance flows to retire or transform assets-at-risk before they become fully stranded.

See all publications
Press contact Amélie FRITZ Head of Communication and press relations Email
Subscribe to our mailing list :
I register !
Subscribe to our newsletter
Once a week, receive all the information on climate economics
I register !
Fermer