Environmental risk
New climate inputs upset Commerz’s loan risk map
Integration of sustainability parameters into provision models shifts €16 billion of loans to stage 2
A chilly reception for climate risk capital
Bankers don’t believe climate-adjusted risk-weights will enter EU prudential framework – not for now, at least
Ex-Deutsche CRO: banks face hundreds of billions in climate fines
Banks risk becoming a “whipping dog” in the fight against climate change, says departing risk chief
ESG strategies: special report 2021
This Risk.net special report comprises a series of articles that reflect on the latest initiatives for consistent standardised global frameworks for measuring ESG, consider the methodologies investors are using to make measurable progress for people and…
ESG strategy, investment and risk
Sponsored Q&A
China’s first global multi-asset index embedding ESG criteria
China Minsheng Bank explores its joint initiative alongside Societe Generale – the Minsheng multi-asset ESG global allocation index – and its objective to provide investors across several regions with balanced returns from assets with ESG criteria…
APG hires in-house weatherman to interpret climate data
Europe’s wettest summer in a century prompts asset managers to calculate flood risk for real estate
New Hong Kong fund rules collide with China’s poor ESG data
Under proposed rules, funds will need climate risk data from investee firms, many of them Chinese
Top 10 op risks 2021: regulatory risk
Big dip in fines belies lingering fears over Covid loan mis-selling and sanctions risk
Banks fold climate, pandemic and cyber risks into CCAR
OpRisk North America: anchoring idiosyncratic risks to macro scenarios a challenge, say experts
Quants are key to judicious ESG
Meaningful data analysis critical to future of socially responsible investing, writes Antonia Lim
Good citizenship can signal better creditworthiness – study
Environmental and social behaviour predicts credit ratings in North America – less so in Europe
Derivatives house of the year: Macquarie Group
Energy Risk Awards 2020: Firm’s wide commodities presence, physical and financial risk expertise and financing capabilities result in standout deals
ECB lays foundations for climate risk capital charge
New guide will influence capital management, but pillar two charges likely to await EBA report
For ESG raters, clearer skies still signal stasis
As Covid-19 tamps down environmental risk, rating agencies are unmoving on ESG scoring
The impact of climate change on banks
Over the past few years, concern and public discussion around environmental damage and climate change – and their social impacts – have increased dramatically. Peter Plochan, principal risk management advisor at SAS, discusses some key ideas to allow…
The greening of Natixis’s balance sheet
Green weighting factor will be used to adjust the credit RWAs of loans
ING issues ESG-linked interest rate swap
Dutch bank takes carrot-and-stick approach on interest rate swap for oil and gas equipment firm
How does it look from space? Satellite surge to alter investing
Higher-frequency images set for use in entirely new ways and by more investors than before
Energy Risk Awards 2019: The winners
BP and Engie pick up two awards each, while BNPP takes the coveted derivatives house of the year