Latest Updates
An analysis of private capital mobilisation for Canadian infrastructure — examining the structural conditions, financing frameworks, and policy levers shaping how institutional investors and banks are deploying capital into long-term infrastructure assets across Canada.
EY examines how financial institutions are integrating climate scenarios into capital strategy — exploring the intersection of physical and transition risk, stress testing frameworks, and how banks are repositioning balance sheets in response to an accelerating low-carbon transition.
Risk.net examines growing regulatory scrutiny over Significant Risk Transfer transactions, as supervisors raise concerns about the true economic substance of capital relief trades and the risks of rollover structures across the SRT market.
A forward-looking analysis of how climate risk is evolving beyond first-generation frameworks — examining physical risk, non-stationarity, and the implications for bank capital models, SRT structures, and sustainable finance strategy.
The European Union has relaxed its carbon credit eligibility requirements for CORSIA Phase 1 while holding firm on stricter standards for Phase 2 — a split approach with significant implications for airlines, carbon credit suppliers, and banks advising on CORSIA compliance strategies.
Canada is proposing a new decarbonization category for oil and gas production within its sustainable finance taxonomy — a development with significant implications for green bond issuance, carbon credit frameworks, and bank capital allocation toward transition finance.
A weekly note on synthetic risk transfer in a world where the past no longer anchors risk. This inaugural issue explores how climate, physical risk, and non-stationarity are reshaping SRT structures, capital relief, and the true distribution of losses across the capital stack.
An in-depth analysis of current Carbon Markets developments, covering regulatory frameworks, pricing dynamics, and emerging opportunities for financial institutions.
The latest Significant Risk Transfer eligibility and regulatory benchmark document, covering current market standards, deal structures, and key considerations for bank balance sheet transactions.
A comprehensive market update covering the latest developments in the Significant Risk Transfer market, including deal flow, regulatory trends, and investor appetite.
An in-depth look at how CORSIA is creating significant opportunities across ASEAN aviation markets, and what this means for carbon credit demand and pricing dynamics.
The Basel Committee on Banking Supervision sets out updated supervisory expectations for SRT transactions — covering risk retention, structural features, and the conditions under which capital relief will be recognised. Essential reading for banks active in or entering the SRT market.
The World Bank's annual flagship report on global carbon pricing instruments — covering emissions trading systems, carbon taxes, and voluntary carbon markets across 75 jurisdictions. Includes analysis of Article 6 progress, sovereign carbon finance, and the outlook for carbon credit demand through 2030.
The IMF examines the structural barriers to private capital mobilisation for infrastructure in emerging and developing economies — covering blended finance, de-risking instruments, and the role of multilateral development banks in catalysing project finance flows toward climate-aligned infrastructure.
Risk.net reports on the record-breaking year for Significant Risk Transfer, with U.S. banks now accounting for 31% of global issuance following Federal Reserve approval. The article examines deal structures, investor appetite, and the regulatory dynamics shaping the next phase of SRT market growth.
The G20 Sustainable Finance Working Group's annual progress report tracks implementation of the sustainable finance roadmap across member economies — covering transition finance taxonomies, carbon market interoperability, sovereign green and blue bond frameworks, and the integration of climate risk into financial regulation.