Tag Archives: EU Climate Transition Benchmark

The S&P Eurozone Paris-Aligned Climate Index Concept Sensitivity Analysis: Decarbonization over Time

To meet the proposals for CTBs or PABs,[1]—as published by the EU Technical Expert Group (TEG) in its Final Report,[2] —active share[3] and therefore tracking error are uncertain over time,[4] due to the TEG’s absolute decarbonization proposal.[5] This blog assesses the S&P Eurozone Paris-Aligned Climate Index Concept’s (PAC Concept) potential active share sensitivity to future Read more […]

The EU Climate Transition and Paris-Aligned Benchmarks: A New Paradigm

Since the release of the Intergovernmental Panel on Climate Change (IPCC) report[1] in October 2018, there has been growing investor interest in 1.5οC scenario-aligned portfolios. In May 2018, the EU announced its action plan for sustainable finance, which included proposals to create two new carbon transition benchmarks (EU Climate Transition [CTB] and Paris-aligned Benchmarks [PAB]). Read more […]