Subject Matter
ESG factors reflected in the benchmark statement and methodology (ESMA 70-145-114 QAs on BMR Q&A 10.3)
Question
What should an administrator disclose in the key elements of the methodology if it provides benchmarks that do not take into account any of the ESG factors listed in Annex II of the Delegated Regulation (EU) 2020/1816?
Level 1 Regulation
Benchmarks Regulation (BMR) - Regulation 2016/1011