Adds ESG key attribute

documentation/properties/energy_performance.md

@@ -0,0 +1,15 @@
+---
+layout:     property
+title:      "energy_performance"
+schemas:    [collateral]
+---
+
+# energy_performance
+
+As per the regulation on [the energy performance of buildings][ep]:
+
+> The energy performance of a building shall be expressed by a numeric indicator of primary energy use in kWh/(m2.y) for the purpose of both energy performance certification and compliance with minimum energy performance requirements. The methodology applied for the determination of the energy performance of a building shall be transparent and open to innovation.
+
+---
+[ep]:   https://eur-lex.europa.eu/eli/dir/2010/31#:~:text=The%20energy%20performance%20of%20a%20building%20shall%20be%20expressed,a%20building%20shall%20be%20transparent%20and%20open%20to%20innovation.
+

documentation/properties/env_sustainability.md

@@ -0,0 +1,57 @@
+---
+layout:     property
+title:      "env_sustainability"
+schemas:    ["security"]
+---
+
+# env_sustainability
+An indicator of the environmental sustainability of the financing/security.
+
+As per the [EU sustainable investment regulation][eu-sustainable] Article 3:
+
+> For the purposes of establishing the degree to which an investment is environmentally sustainable, an economic activity shall qualify as environmentally sustainable where that economic activity:
+> (a) contributes substantially to one or more of the environmental objectives set out in Article 9 in accordance with Articles 10 to 16;
+> (b) does not significantly harm any of the environmental objectives set out in Article 9 in accordance with Article 17;
+> (c) is carried out in compliance with the minimum safeguards laid down in Article 18; and
+> (d) complies with technical screening criteria that have been established by the Commission in accordance with Article 10(3), 11(3), 12(2), 13(2), 14(2) or 15(2).
+
+
+> Article 9:
+> (a) climate change mitigation;
+> (b) climate change adaptation;
+> (c) the sustainable use and protection of water and marine resources;
+> (d) the transition to a circular economy;
+> (e) pollution prevention and control;
+> (f) the protection and restoration of biodiversity and ecosystems.
+
+### contributing
+Contributes substantially to one or more of the environmental objectives set out in Article 9 in accordance with Articles 10 to 16;
+
+### cc_mitigation
+Contributes to climate change mitigation as per [Article 10][art-9]
+
+### cc_adaptation
+Contributes to climate change adaptation as per [Article 11][art-9]
+
+### water_protection
+Contributes to the sustainable use and protection of water and marine resources as per [Article 12][art-9]
+
+### circular_trans
+Contributes to the sustainable use and protection of water and marine resources as per [Article 13][art-9]
+
+### pollution_prev
+Contributes to the sustainable use and protection of water and marine resources as per [Article 14][art-9]
+
+### biodiversity
+Contributes to the sustainable use and protection of water and marine resources as per [Article 15][art-9]
+
+### enabling
+As per [Article 16][art-16]:
+> An economic activity shall qualify as contributing substantially to one or more of the environmental objectives set out in Article 9 by directly enabling other activities to make a substantial contribution to one or more of those objectives, provided that such economic activity:
+> (a) does not lead to a lock-in of assets that undermine long-term environmental goals, considering the economic lifetime of those assets; and
+> (b) has a substantial positive environmental impact, on the basis of life-cycle considerations.
+
+---
+[art-3]:    https://eur-lex.europa.eu/legal-content/EN/TXT/?uri=celex:32020R0852#:~:text=Article%203-,Criteria%20for%20environmentally%20sustainable%20economic%20activities,11(3)%2C%2012(2)%2C%2013(2)%2C%2014(2)%20or%2015(2).,-Article%204
+[art-9]: https://eur-lex.europa.eu/legal-content/EN/TXT/?uri=celex:32020R0852#:~:text=For%20the%20purposes%20of%20this%20Regulation%2C%20the%20following%20shall,the%20protection%20and%20restoration%20of%20biodiversity%20and%20ecosystems.
+

documentation/properties/eu_paris_excluded.md

@@ -0,0 +1,43 @@
+---
+layout:     property
+title:      "eu_paris_excluded"
+schemas:    ["customer"]
+---
+
+# eu_paris_excluded
+
+As per the [EU Climate Transition Benchmarks][eu-climate] Aticle 12 exclusion criteria:
+
+> 1. Administrators of EU Paris-aligned Benchmarks shall exclude all of the following companies from those benchmarks:
+
+### weapons
+> (a) companies involved in any activities related to controversial weapons;
+> For the purposes of point (a), controversial weapons shall mean controversial weapons as referred to in international treaties and conventions, United Nations principles and, where applicable, national legislation.
+
+
+### tobacco
+> (b) companies involved in the cultivation and production of tobacco;
+
+### in_violation
+> (c) companies that benchmark administrators find in violation of the United Nations Global Compact (UNGC) principles or the Organisation for Economic Cooperation and Development (OECD) Guidelines for Multinational Enterprises;
+
+### coal
+> (d) companies that derive 1 % or more of their revenues from exploration, mining, extraction, distribution or refining of hard coal and lignite;
+
+### oil
+> (e) companies that derive 10 % or more of their revenues from the exploration, extraction, distribution or refining of oil fuels;
+
+### gas
+> (f) companies that derive 50 % or more of their revenues from the exploration, extraction, manufacturing or distribution of gaseous fuels;
+
+### electricity
+> (g) companies that derive 50 % or more of their revenues from electricity generation with a GHG intensity of more than 100 g CO2 e/kWh.
+
+
+> 1.   Administrators of EU Paris-aligned Benchmarks shall exclude from those benchmarks any companies that are found or estimated by them or by external data providers to significantly harm one or more of the environmental objectives referred to in Article 9 of Regulation (EU) 2020/852 of the European Parliament and of the Council (8), in accordance with the rules on estimations laid down in Article 13(2) of this Regulation.
+> 2.   Administrators of EU Paris-aligned Benchmarks shall disclose in their benchmark methodology any additional exclusion criteria they use and which are based on climate-related or other environmental, social and governance (ESG) factors.
+
+
+
+---
+[eu-paris]: https://eur-lex.europa.eu/legal-content/EN/TXT/?uri=CELEX:32020R1818

documentation/properties/ghg_emissions.md

@@ -0,0 +1,29 @@
+---
+layout:     property
+title:      "ghg_emissions"
+schemas:    ["customer"]
+---
+
+# ghg_emissions
+
+Total Greenhouse Gas Emissions (GHG) measured in metric tonnes of CO2 or other relevant greenhouse gases (see below).
+
+See the [Directive for Greenhouse Gas emissions trading][ghg-trading]:
+
+> (b) 'emissions' means the release of greenhouse gases into the atmosphere from sources in an installation or the release from an aircraft performing an aviation activity listed in Annex I of the gases specified in respect of that activity;
+
+> (c) 'greenhouse gases' means the gases listed in Annex II and other gaseous constituents of the atmosphere, both natural and anthropogenic, that absorb and re-emit infrared radiation;
+
+> See: ANNEX I for CATEGORIES OF ACTIVITIES TO WHICH THIS DIRECTIVE APPLIES
+
+> **Annex II: Greenhouse Gases**
+> Carbon dioxide (CO2)
+> Methane (CH4)
+> Nitrous Oxide (N2O)
+> Hydrofluorocarbons (HFCs)
+> Perfluorocarbons (PFCs)
+> Sulphur Hexafluoride (SF6)
+
+---
+[ghg-trading]:  https://eur-lex.europa.eu/legal-content/EN/TXT/?uri=CELEX%3A02003L0087-20210101
+

documentation/properties/ghg_emissions_s3.md

@@ -0,0 +1,23 @@
+---
+layout:     property
+title:      "ghg_emissions_s3"
+schemas:    ["customer"]
+---
+
+# ghg_emissions_s3
+
+Scope 3 GHG Emissions (see also: total `ghg_emissions`).
+
+Scope 3 emissions are those emissions in the companies value/supply chain that are not direct emissions or related to indirect emissions from the purchase of energy resources (electricity, heat, gas, fuel) used in the company's operations.
+
+As defined in Annex III of the [EU Benchmark regulations][eu-benchmark]:
+
+> (i) Scope 1 carbon emissions, namely emissions generated from sources that are controlled by the company that issues the underlying assets;
+>
+> (ii) Scope 2 carbon emissions, namely emissions from the consumption of purchased electricity, steam, or other sources of energy generated upstream from the company that issues the underlying assets;
+>
+> (iii) Scope 3 carbon emissions, namely all indirect emissions that are not covered by points (i) and (ii) that occur in the value chain of the reporting company, including both upstream and downstream emissions, in particular for sectors with a high impact on climate change and its mitigation;
+
+---
+[eu-benchmark]: https://eur-lex.europa.eu/eli/reg/2016/1011/#:~:text=Scope%203%20carbon%20emissions%2C%20namely%20all%20indirect%20emissions%20that%20are%20not%20covered%20by%20points%20(i)%20and%20(ii)%20that%20occur%20in%20the%20value%20chain%20of%20the%20reporting%20company%2C%20including%20both%20upstream%20and%20downstream%20emissions%2C%20in%20particular%20for%20sectors%20with%20a%20high%20impact%20on%20climate%20change%20and%20its%20mitigation%3B
+

v1-dev/collateral.json

@@ -52,6 +52,11 @@
       "type": "string",
       "format": "date-time"
     },
+    "energy_performance": {
+      "description": "Energy performance of a building expressed in kWh/m^2.",
+      "type": "number",
+      "minimum": 0
+    },
     "loan_ids": {
       "description": "The unique identifiers for the loans within the financial institution.",
       "type": "array",

v1-dev/customer.json

@@ -32,6 +32,27 @@
       "type": "integer",
       "monetary": true
     },
+    "eu_paris_excluded": {
+      "description": "The company meets an exclusion criteria of the EU Paris-aligned Benchmarks.",
+      "type": "string",
+      "enum": [
+        "coal",
+        "electricity",
+        "gas",
+        "in_violation",
+        "oil",
+        "tobacco",
+        "weapons"
+      ]
+    },
+    "ghg_emissions": {
+      "description": "The amount of GHG emissions, measured in tonnes of CO2.",
+      "type": "integer"
+    },
+    "ghg_emissions_s3": {
+      "description": "The amount of Scope 3 (indirect) GHG emissions, measured in tonnes of CO2.",
+      "type": "integer"
+    },
     "incurred_cva": {
       "description": "The amount of credit valuation adjustements being recognised by the institution as an incurred write-down, calculated without taking into account any offsetting debit value adjustment attributed to the firm's own credit risk, that has been already excluded from own funds.",
       "type": "integer",

v1-dev/security.json

@@ -151,6 +151,20 @@
       "type": "string",
       "format": "date-time"
     },
+    "env_sustainability": {
+      "description": "An indicator of the environmental sustainability of the financing/security.",
+      "type": "string",
+      "enum": [
+        "biodiversity",
+        "cc_adaptation",
+        "cc_mitigation",
+        "circular_trans",
+        "contributing",
+        "enabling",
+        "pollution_prev",
+        "water_protection"
+      ]
+    },
     "first_payment_date": {
       "description": "The first payment date for interest payments.",
       "type": "string",