ICMA AMIC publishes discussion paper on ESG KPIs for Auto-loans/leases ABS


17 May 2021 In the context of growing demands from asset owners to evaluate their ESG footprint and greater regulatory scrutiny (such as SFDR), ICMA’s Asset Management and Investors Council has set up an ad hoc working group to discuss ESG transparency of Asset-Backed Securities.

As a first step the working group (composed of buy-side firms) issued a statement laying down current challenges for this specific asset class and the buy-side. This subsequent discussion paper issued today focuses on ESG KPIs for auto-loans/leases ABS. Next steps are to identify key performance indicators for two other sub asset classes (RMBS and CLOs). The working group will engage with other market participants and regulators to promote the usage of identified KPIs.
ICMA Zurich

T: +41 44 363 4222
Dreikönigstrasse 8
8002 Zurich
ICMA London

T: +44 20 7213 0310
110 Cannon Street
London EC4N 6EU
ICMA Paris

T: +33 1 70 17 64 72
62 rue la Boétie
75008 Paris
ICMA Brussels

T: +32 2 801 13 88
Avenue des Arts 56
1000 Brussels
ICMA Hong Kong

T: +852 2531 6592
Unit 3603, Tower 2
Lippo Centre
89 Queensway, Admiralty
Hong Kong
Copyright © 2022 International Capital Market Association.