CO2eVA: pricing the transition of Scope 3 emissions

A framework to measure banks’ costs associated with carbon emissions is proposed


Chris Kenyon, Andrea Macrina and Mourad Berrahoui introduce a method for derivative portfolio steering based on Scope 3 emissions for Net-Zero Banking Alliance members

Net-Zero Banking Alliance (NZBA) banks represent 41% of global banking assets. Its members have committed to net-zero carbon in their Scope 3 portfolio impacts by roughly 2050. Here, we present methods for steering deals won and lost based on the mitigation cost (benefit) of CO2-equivalent

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here