EBA ESG risk dashboard shows stable climate risk exposures and data quality improvements

The European Banking Authority (EBA) has published its latest Environmental, Social, and Governance (ESG) risk dashboard. The report shows that banks’ transition and physical climate risk indicators remained stable across the EU/EEA in the second half of 2025.

Results also demonstrate gradual improvements in the availability and quality of climate-related data, especially for energy efficiency assessments of mortgage portfolios, enhancing climate risk monitoring.

Between June and December 2025, the share of banks’ exposures to sectors highly contributing to climate change remained broadly unchanged at 62% at the EU/EEA level. The overall transition risk profile remained stable, with the most exposed countries and banks largely unchanged.

The distribution of mortgage exposures across energy efficiency categories was also stable. The share of highly energy-efficient mortgage exposures (≤100 kWh/m²) increased slightly, while the proportion of exposures without energy performance (EP) information and the share of estimated EP scores declined marginally. These changes indicate ongoing improvements in climate-related data quality for mortgage portfolios.

Exposures sensitive to physical climate risk remained unchanged across most jurisdictions. Significant differences persist, with average exposure shares ranging from below 10% to above 55%, reflecting geographic, economic, and sectoral variations, as well as differences in risk assessment methodologies.

Overall, the second half of 2025 shows stable climate-related risk exposures in the EU/EEA banking sector, with incremental improvements in climate data availability and quality.