Task Force for Climate-Related Financial Disclosures 2020

This report offers greater financial disclosure on the EBRD’s performance against various preliminary climate risk indicators and metrics. The climate financial disclosures covered in section 5 of the report include:

• Banking portfolio exposure by project industrial sector classification for 2018, 2019 and 2020
• an outline of the Bank’s remaining exposure to coal, both direct (project proceeds that directly finance coal activities) and indirect (through our clients)
• exposure to CT risks using the Bank’s internally developed CT scores for the 2020 Banking portfolio
• results of preliminary pilot modelling for a segment of the Bank’s oil and gas portfolio using four NGFS scenario
• exposure to PC risks using the Bank’s internally developed PC risk scores for the Sustainable Infrastructure Group (SIG) portfolio.