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.
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