70. With respect to market risk, institutions should consider how ESG risks could affect the value …

With respect to market risk, institutions should consider how ESG risks could affect the value of the financial instruments in their portfolio, evaluate the potential risk of losses on their portfolio and increased volatility in their portfolio’s value, and establish effective processes to control or mitigate the associated impacts as part of their market risk management frame-work including where needed reviewing the trading book risk appetite and setting internal limits for positions or client exposures.

32 5.6.3 Liquidity and funding risk

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

• EBA - Published by the European Banking Authority at https://www.eba.europa.eu/