Sustainability-linked derivatives

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Sustainability-linked derivatives
/səsˌteɪnəˈbɪlɪti lɪŋkt dɪˈrɪvətɪvz/ (n.)
It is said that the early inhabitants of Easter Island became so obsessed with erecting statues of their ancestors that they felled every tree on the island for rollers to transport their monoliths. The removal of root systems compromised soil integrity, accelerating erosion, degraded fertility and eventually ruined the ecosystem, rendering the island all but uninhabitable and wiping themselves out, all in the forlorn hope of pleasing some imaginary people in a symbolic but meaningless way.

This “ecocide” theory, popular a generation ago, is out of favour with hand-wringing snowflakey academic types nowadays. ISDA’s council of elders may feel the same way about the JC’s corresponding “swapicide” theory.

There is irony that ISDA’s latest product — “sustainability-linked derivatives” — should call to mind so notorious an example of environmental and social misgovernment.

An embedded community of toilers supposedly there to steward the onward prosperity of the environment, swept up by grand delusions of market appetite, wastes every tree in sight in devising mad, hypercomplicated schemes for hypothetical investors who no-one has seen. [1]

Even so this feels like a step further through the looking glass. A sustainability-linked derivative is like a normal one — say and interest rate swap — except that spread one pays on one’s floating leg is adjustable measured by ones satisfaction of ESG key performance indicators

There is force in the idea that carbon credits are not derivatives of environmental damage as much as of regulatory fashion, and SLDs aren’t event that. These aren’t even derivative at all. They penalise, and reward, innocent parties.

References

  1. Sunk without trace: [[2011 ISDA Equity Derivatives Definitions, 2022 ISDA Securities Financing Transactions Definitions, 2023 ISDA Digital Asset Transactions Definitions. Those that did bear fruit were no great scream of exhilarating clarity: the Regulatory IM and VM CSAs and the 2014 ISDA Credit Derivatives Definitions as cases in point.