This month the International Swaps and Derivatives Association (ISDA) published two papers further contributing to the dialogue around ESG standards and practices in the derivatives market.

The first paper published in September is Accounting Analysis for ESG-related Transactions and the Impact on Derivatives. In this paper, ISDA discusses considerations for ESG-related transactions being accounted for and reported under U.S. GAAP. Current accounting principles do not easily facilitate a value assessment of ESG features in financial products. ISDA offers suggestions on new approaches that might improve the quality of accounting data available for these products.

Click here for the paper

The second paper published in September is Sustainability-linked Derivatives: KPI Guidelines. In this paper, ISDA offers suggested guidance on drafting key performance indicators (KPIs) for sustainability-linked derivatives (SLDs). KPIs measure compliance of SLDs to specified ESG objectives. This guidance is intended to help inform the emerging market in its efforts to establish KPI best practices and KPI frameworks that allow for standardization, transparency, and credibility.

Click here for the paper

ISDA executives also held a virtual press briefing on September 9, 2021 in which they discussed, with senior market participants, the role of derivatives in the rapid growth of sustainable financing products and ISDAs work in supporting this new market.

Click here for the press briefing

Other publications by ISDA on ESG issues in the derivatives market can be found on its website, including:

Overview of ESG-related Derivatives Products and Transactions, click here for the paper.

Interest in ESG-linked investments and derivatives is growing as market participants view these products as potential avenues to efficiently achieve certain corporate ESG objectives.

If we can answer any questions please contact:
Nina Bianchi Skinner
Shareholder
nbskinner@liskow.com
713-651-2813

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