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๐Ÿฆ Financed Emissions
The PCAF StandardLesson 1 of 46 min readPCAF Standard Part A (3rd Ed.), Chapter 4

PCAF Overview & Guiding Principles

The PCAF Global GHG Accounting and Reporting Standard is built upon the five core principles of the GHG Protocol, from which PCAF derives its own set of requirements specifically tailored to the financial industry. Understanding these principles and requirements is the foundation for applying the standard correctly across all asset classes.

The Five GHG Protocol Principles

The GHG Protocol's Corporate Value Chain (Scope 3) Accounting and Reporting Standard establishes five principles that govern all GHG accounting:

PrincipleMeaningApplication to Financed Emissions
CompletenessAccount for all GHG emission sources and activities within the inventory boundaryFinancial institutions shall include all relevant asset classes and disclose any exclusions
ConsistencyUse consistent methodologies to allow meaningful tracking over timeApply the same PCAF methodology year after year; document any changes transparently
RelevanceEnsure the GHG inventory reflects the actual emissions profile of the organisationFocus on the asset classes and sectors that represent the largest emissions exposure
AccuracyEnsure quantified emissions are not systematically over or understatedUse the highest quality data available; apply scoring to flag uncertainty
TransparencyAddress all relevant issues in a factual, coherent mannerDisclose assumptions, data sources, data quality scores, and any limitations

PCAF's Five Derived Requirements

From these GHG Protocol principles, PCAF derives five specific requirements for accounting and reporting financed emissions:

1. Recognition

Financial institutions shall account for all financed emissions from loans and investments under Scope 3, Category 15 as defined by the GHG Protocol. This means that all on-balance-sheet lending and investment activities must be included in the financed emissions inventory. Any exclusions must be disclosed and justified.

PCAF requires the use of either the operational control or financial control consolidation approach, consistent with the GHG Protocol. The chosen approach must be applied consistently across reporting periods.

2. Measurement

Financial institutions shall measure their absolute financed emissions by "following the money" and using the PCAF methodologies for each relevant asset class. The core measurement approach involves three steps:

  1. Identify the outstanding amount of each loan or investment
  2. Calculate the attribution factor (outstanding amount divided by the appropriate denominator)
  3. Multiply the attribution factor by the borrower's or investee's emissions

PCAF requires measurement of absolute emissions as the primary metric. Financial institutions shall report the total financed emissions in tonnes of CO2 equivalent (tCO2e). Emission intensity metrics (such as tCO2e per million invested) are recommended as a complementary measure but do not replace the absolute emissions requirement.

3. Attribution

Attribution is the mechanism by which a financial institution determines its proportional share of a borrower's or investee's emissions. The attribution factor varies by asset class:

  • For listed equity and corporate bonds: Outstanding amount / EVIC (Enterprise Value Including Cash)
  • For business loans and unlisted equity: Outstanding amount / (Total equity + debt)
  • For project finance: Outstanding amount / Total project equity + debt
  • For commercial real estate and mortgages: Outstanding amount / Property value at origination
  • For motor vehicle loans: Outstanding amount / Total vehicle value at origination
  • For sovereign debt: Outstanding amount / PPP-adjusted GDP

The general principle remains constant: the financial institution's share of the financing determines its share of the emissions.

4. Data Quality

Financial institutions shall use the highest quality data reasonably available and shall report the weighted average data quality score of their financed emissions. PCAF scores range from 1 (highest quality, using verified company-reported emissions) to 5 (lowest quality, using sector-average estimates with minimal company-specific data).

Data quality is not static. PCAF expects financial institutions to improve their data quality over time by engaging borrowers for primary data, partnering with data providers, and moving from estimation-based approaches to reported emissions.

5. Disclosure

Financial institutions shall disclose their financed emissions publicly, including:

  • Absolute financed emissions (Scope 1, 2, and 3 of borrowers/investees, reported separately)
  • The percentage of total loans and investments covered
  • The weighted average data quality score
  • Emission intensity metrics (recommended)
  • Disaggregation by asset class and sector (required for emission-intensive sectors)

How the five requirements work together

A commercial bank begins its PCAF journey by first recognising that all its lending and investment activities fall within Scope 3 Category 15. It then measures the financed emissions for each asset class using the prescribed formulas. The attribution factors ensure the bank only claims its proportional share of each borrower's emissions. The bank rates its data quality for each asset class and calculates a weighted average score. Finally, it discloses the results publicly, including the data quality score, methodology, and any exclusions.

Asset Classes Covered by the Standard

The Third Edition of Part A (December 2025) covers 10 asset classes. Each has its own chapter in the standard, with specific guidance on:

  • Asset class definition
  • Emission scopes covered (Scope 1, 2, and 3 of the borrower/investee)
  • Attribution of emissions (the formula for calculating the attribution factor)
  • Equations to calculate financed emissions
  • Data required (Options 1, 2, and 3)
  • Data quality scoring
  • Limitations
#Asset ClassChapterKey Denominator
1Listed Equity and Corporate Bonds5.1EVIC
2Business Loans and Unlisted Equity5.2Total equity + debt
3Project Finance5.3Total project equity + debt
4Commercial Real Estate5.4Property value at origination
5Mortgages5.5Property value at origination
6Motor Vehicle Loans5.6Vehicle value at origination
7Use of Proceeds Structures5.7Look-through to underlying
8Securitizations and Structured Products5.8Look-through to underlying
9Sovereign Debt5.9PPP-adjusted GDP
10Sub-sovereign Debt5.10Varies by entity type

How to Read the PCAF Standard

The PCAF Standard uses specific language to indicate requirements versus recommendations:

  • "Shall" or "required": Mandatory for conformance with the standard
  • "Should": Recommended but not mandatory
  • "May": An allowed option that financial institutions can choose to follow
  • "Needs", "can", and "cannot": Guidance on implementing requirements or indicating feasibility

Think of PCAF as a recipe book for climate accounting. The "shall" requirements are the essential ingredients that you must include for the recipe to work. The "should" recommendations are the chef's suggestions for enhancing the dish. The "may" options are alternative ingredients that still produce an acceptable result. Following this system ensures that every financial institution produces a consistent, comparable output.

Scope 3 Emissions of Borrowers and Investees

Starting with reports published in 2025, the Third Edition requires financial institutions to report the Scope 3 emissions of borrowers and investees across all sectors. This is a significant expansion from earlier editions, which phased in Scope 3 reporting requirements gradually.

PCAF recognises that reporting Scope 3 emissions of borrowers and investees may lead to double counting (since the same emissions can appear in multiple parts of the value chain). For this reason:

  • Scope 3 financed emissions shall be disclosed separately from Scope 1 and 2 financed emissions
  • Separate reporting of financed emissions attributable to the financial sector is recommended (to flag potential circular counting)

This approach balances comprehensiveness with transparency, allowing users of the data to understand both the total footprint and the degree to which double counting may be present.

Key Takeaways

  • 1PCAF derives five requirements from the GHG Protocol principles: Recognition, Measurement, Attribution, Data Quality, and Disclosure
  • 2Absolute financed emissions (tCO2e) are the primary required metric - intensity metrics are recommended but supplementary
  • 3The Third Edition covers 10 asset classes, each with its own attribution denominator, from EVIC for listed companies to PPP-adjusted GDP for sovereigns
  • 4Scope 3 emissions of borrowers and investees must be reported separately from Scope 1 and 2 financed emissions starting with 2025 reports
  • 5PCAF uses specific language conventions: 'shall' means mandatory, 'should' means recommended, and 'may' means optional

Knowledge Check

1.Which two of the five GHG Protocol principles most directly ensure that financed emissions figures are comparable across financial institutions and over time?

2.PCAF requires financial institutions to report financed emissions as which type of measurement?

3.Starting with reports published in 2025, what did the PCAF Third Edition require regarding Scope 3 emissions of borrowers and investees?

4.When lending to a subsidiary of a larger parent company, which balance sheet should typically be used for the attribution factor denominator?

5.Which approach to GHG inventory boundary does PCAF require financial institutions to apply?