Fridays For Future campaigners are calling on MEPs to support a one-for-one capital requirement, forcing banks to fund new fossil fuel projects from their own resources.
The NGFS chair on climate change supply shocks, the ECB’s Frank Elderson on the biodiversity risks threatening financial markets, an ISSB requirement for scope 3 emissions disclosure and more from this week in green central banking.
How can risk-weighted assessments be designed to include climate and environmental factors? Economists Lorenzo Esposito, Giuseppe Mastromatteo and Andrea Molocchi propose 10 principles for effective green prudential regulation.
IPCC warnings of a systemic financial stability risk from climate change strengthens the case for qualitative prudential measures under the existing Basel framework, says a leading thinktank.
As the climate and ecological crises continue to accelerate, central banks have made slow progress in addressing their role as calls grow to stop the funding of the destruction of the natural world.
A major study by Positive Money and Green Central Banking reveals that G20 central bankers and financial supervisors remain stuck in data-gathering exercises and are failing to meaningfully respond to the climate and ecological crisis.
Finance Watch’s Thierry Philipponnat on climate risk weighting in capital allocations, a new Chair of the Fed’s Financial Stability Climate Committee, Christine Lagarde on price stability, and more from this week in green central banking.
A new study has found that a substantial stranding of fossil fuel assets is necessary if the Paris Agreement target is to be met, prompting civil society organisations to call for risk weighting and other capital requirements to be introduced …
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