Sustainability-Linked Bonds: KPI Test, Step-Up and Expected Coupon
This lesson is part of the course
In this lesson
You set the KPI target of a sustainability-linked bond, test it against the projection, build the coupon path if the target is missed and the probability-weighted expected coupon.
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Lessons in this course
- Green vs Conventional Twin: Pricing Both Bonds with PV Locked
- The Greenium in Basis Points: Simple and Size-Weighted Locked
- Use of Proceeds: Allocated vs Unallocated, by Category and Type Locked
- Impact Reporting: tCO2e Avoided and MWh per USD Million Locked
- Sustainability-Linked Bonds: KPI Test, Step-Up and Expected Coupon Locked
- Carbon Intensity of a Bond Portfolio: WACI Step by Step Locked
- Portfolio Alignment: an Illustrative Temperature-Style Score Locked
- Green Share of a Bank's Lending Book: Growth and a Stacked Chart Locked