97. The range and complexity of the scenarios used by institutions should be proportionate to their …

The range and complexity of the scenarios used by institutions should be proportionate to their size and complexity. SNCIs and other non-large institutions may rely on a simplified set of main parameters and assumptions, included risks, time horizons considered, and regional breakdown of impacts. Large institutions should benchmark their plans (including final and intermediary targets) against a scenario compatible with the limiting of global warming to 1.5°C in line with the Paris Agreement and with the objective of achieving climate neutrality by 2050 as established by the EU Climate Law.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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  EN: Guidelines and other publications of the European Banking Authority (EBA), https://www.eba.europa.eu/. © European Banking Authority. Reproduction is authorised provided the source is acknowledged (EBA legal notice). Divided into sections and converted into the GRCA format, the wording unchanged. Only the versions published by the EBA are authoritative.

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