EU-US split on ESG risk: impact on bank valuations


The European Banking Federation (EBF) is worried that strict ESG rules could challenge European banks in competing with their US rivals. This concern comes as the European Central Bank (ECB) urges banks to consider environmental, social, and governance risks when calculating potential loan losses—a shift towards new ESG reporting rules.

European banks grapple with ESG challenges

The ECB wants proof that banks can handle potential financial setbacks from "emerging risks." These include customers' carbon emissions and increasing costs of using natural resources. This move follows a 2023 review that found most regional banks lacked sufficient preparation.

European regulators are taking a different path than the US. They're implementing rules for banks that account for ESG factors. In contrast, US authorities are experiencing pushback from Republicans, slowing down their similar ESG plans.

Denisa Avermaete, a top advisor at the EBF, expresses her concern that ESG safeguards might disadvantage European banks. She stresses the difficulty in calculating ESG risks and potential issues with 'double-counting.' This would happen if banks were forced to put aside backup funds before clear regulations were put into place.

There's a widening gap between the market values of American and European banks. For instance, according to Bloomberg's data, JPMorgan Chase & Co., the top bank on Wall Street, is valued at 1.9 times its actual book value. Morgan Stanley, another giant in the industry, is valued at 1.7 times its book value.

BNP Paribas SA, Europe’s leading bank, is valued at only 0.7 times its book value, indicating investors believe it's worth less than its total assets. Deutsche Bank AG's valuation is even lower, at a mere 0.5 times its book value.

Philip Richards, a bank analyst at Bloomberg Intelligence in London, has noticed an upward trend in European bank share prices over the past half-year. Yet, he points out these banks are still valued less than their American competitors. He emphasizes that for European banks to close this gap, they need a substantial, long-term boost in profits.

At a recent conference, Claudia Buch, the ECB's leading bank oversight official, strongly stressed the urgency for banks to adapt and prepare themselves for the risks that climate change presents. As an integral part of this preparation, she advocated for enhancements in information systems as a method to tackle such challenges, candidly pointing out the sector's existing deficits.

Some European banks have begun incorporating environmental and social considerations into their loan-loss provisions. Rabobank, a Netherlands-based bank, announced in March its leading stance in the industry by setting aside €13.6 million ($14.6 million) for ESG provisions for the year 2023.

According to an email statement sent to Bloomberg, the bank plans to use this fund as a safety net for potential long-term climate incidents like future floods and droughts.

A Dutch bank, ING, has informed Bloomberg that it's considering ESG risks while determining potential loan losses. Both ING and Rabobank use what's known as overlays, a strategy the ECB noted became popular when banks had to react to the effects of the Covid-19 pandemic swiftly.

Not long ago, the European Systemic Risk Board discussed how to report climate-related risks. They claimed we need to continue or even step up our efforts to develop ways to accurately and fairly measure these impacts.

According to the ESRB, without these methods in place, we could experience information shocks—sudden, unexpected changes in the available information—which could upset financial stability.

The ECB is becoming more proactive in making lenders consider ESG risks, especially those related to climate change, as important financial factors. This Frankfurt-based bank is conducting climate stress tests and is even ready to penalize those lenders that do not duly acknowledge ESG risks.

According to a 2023 report by the ECB, nearly 75% of corporate loans in European banks are at risk from environmental factors. ECB Executive Board member Frank Elderson stated earlier this year that they will continue to force banks to manage the risks related to climate change proactively.

In line with a report by the ECB, Elderson stated that a striking 90% of Eurozone banks don't align with the international aim to cap global warming at 1.5C. The ECB labeled this figure staggering, which has sparked annoyance within the financial sector, with many believing the ECB is exceeding its authority, as previously reported by Bloomberg.

EU and US diverge on ESG regulations

EU rules are made to influence all companies with customers in the region, which means European operations of US banks are also included. However, EU banks are more susceptible to stricter EU regulations than US banks at their overall company level.

Meanwhile, according to Bloomberg, the US Federal Reserve has stepped in to limit the influence of climate risk in global banking regulations. The Fed's Chair, Jerome Powell, emphasizes that they don't make climate policy.

This month, European banks are getting to officially comment on part of the EU's plan to implement more rigorous ESG rules. Given up until April 18, these banks are asked to contribute to a discussion started by the European Banking Authority. This discussion focuses on how banks should handle environmental and social risks, especially when establishing capital requirements.

The EBA stated in January that European banks' efforts to manage ESG risks are still in the early stages. Unfortunately, these efforts are too small to guarantee institutions' stability as the EU transitions toward a more sustainable economy.