Sustainable finance

Sustainability-Linked Derivatives

Derivative instruments whose pricing or payoffs vary with sustainability performance — the frontier of sustainability-linked finance.

Emerging · Editorial draft

Definition

Sustainability-linked derivatives are derivative contracts — interest rate swaps, FX forwards and others — whose terms vary with the achievement of sustainability key performance indicators by a counterparty, typically offering a pricing benefit for meeting targets (and sometimes funding charitable payments when missed). They extend the sustainability-linked logic of loans and bonds to hedging instruments, letting a company align its entire capital structure — debt and derivatives — with its transition targets; ISDA has published KPI guidance to standardise practice.

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