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

The European Banking Authority (EBA) today published its latest Environmental, Social and Governance (ESG) risk dashboard, showing continued stability in banks’ transition and physical climate risk indicators across the EU/EEA in second half of 2025. The results also indicate gradual improvements in the availability and quality of climate-related data, particularly for energy efficiency assessments of mortgage portfolios, supporting more robust climate risk monitoring in the banking sector. 

Between June and December 2025, the share of banks' exposures to sectors highly contributing to climate change remained broadly unchanged at the EU/EEA level, at 62%. While few jurisdictions recorded changes in their exposure shares over the period, the overall transition risk profile remained stable at the EU level, with the most exposed countries and banks largely unchanged. 

The distribution of mortgage exposures across energy efficiency categories also remained broadly 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 developments point to ongoing improvements in the availability and quality of climate-related data used to assess banks' mortgage portfolios.

Banks' exposures sensitive to physical climate risk remained unchanged across most jurisdictions.  Significant differences persist across countries, with average exposure shares ranging from below 10% in some jurisdictions to above 55% in others. These variations reflect differences in geographic, economic and sectoral characteristics across jurisdictions, as well as differences in risk classification and assessment methodologies.  

Overall, the results for the second half of 2025 indicate stable climate-related risk exposures in the EU/EEA banking sector, accompanied by incremental improvements in the availability and quality of climate-related reporting data. 

Background 

The EBA ESG risk dashboard provides a regular overview of climate-related risks in the EU/EEA banking sector, based on ESG disclosure data. It supports the monitoring of banks' exposures to both transition and physical climate risks and helps assess emerging vulnerabilities related to climate change.