From the end of 2027, EBA Pillar 3 ESG requires robust climate data from the credit portfolio, including from small and non-complex institutions. That data sits with your borrowers. Levve collects it there, guided and audit-ready.
Final since June 2026. From 31 December 2027, small and unlisted institutions must disclose quantitatively for the first time: transition planning, physical risks in the portfolio, exposure to carbon-intensive sectors.
Applicable since 11 January 2026, for small institutions from 11 January 2027. They require site data with hazard exposure, Scope 1 to 3 data and borrowers’ transition plans, within the credit process itself.
External climate risk scores calculate on country and sector proxies because nobody talks to the portfolio company. Too thin for disclosure, unusable for credit decisions.
You invite selected portfolio companies to the platform or anchor the analysis in the credit process. Levve handles onboarding and support of the companies.
Each company completes the guided intake: real sites, real consumption, real measures. No climate experts required on the company side, full data sovereignty for the company.
Physical and transitional risks per exposure, emission data attributed PCAF-compliantly, calculated deterministically and documented to the source. Ready for disclosure, supervision and credit decisions.
Methodological basis: CLIMADA with damage functions from IPCC AR6 and JRC, NGFS scenarios (Phase V), framework mapping across TCFD, ESRS E1, IFRS S2 and PCAF v3.
Levve is currently running an active pilot with a European development bank: a portfolio analysis with PCAF attribution logic. The methodology is being validated where traceability requirements are highest: in development finance.
In an expert call we walk through the methodology using an anonymised example and identify which portfolio segments suit a pilot. We reply within one working day.
The disclosure standards finalised in June 2026 apply from 31 December 2027 to small and non-complex institutions for the first time. That is a supervisory term (SNCI): banks with total assets of at most 5 billion euros, without a significant trading book and without complex derivatives business — which covers many savings banks, cooperative banks and smaller private banks. Required are, among other things, quantitative disclosures on transition planning, physical risks in the credit portfolio and exposure to carbon-intensive sectors. The underlying data sits with the borrowers, and is mostly uncollected.
Screenings based on country and sector proxies estimate what a typical company of that industry at an approximate location might look like. Levve collects the data directly at the portfolio company: real sites, real consumption, real measures. The result is robust per borrower and can be aggregated in a PCAF-compliant way.
The institution invites its portfolio companies or anchors the analysis in the credit process. The companies complete the guided data intake themselves; no climate expertise is required on their side. The institution receives the aggregated, analysable results; the company retains sovereignty over its data.
The risk calculation runs deterministically, without LLM inference, using physical damage functions from IPCC AR6 and JRC. Every figure is reproducible and documented; the framework mapping covers TCFD, ESRS E1, IFRS S2 and PCAF v3. For audit and supervisory discussions, that is the decisive difference to generative approaches.