Institutional Research Series

Climate Disclosure Framework for Digital Assets

November 2025 25 min read

Executive Summary

The adoption of IFRS S2 (International Financial Reporting Standards) has shifted climate disclosure from voluntary to mandatory for public entities. For institutional holders of digital assets, this creates a complex reporting challenge.

Unlike traditional equities, Bitcoin does not issue a sustainability report. The " Attribution Problem" means investors cannot simply look up the carbon footprint of their specific coins. This framework aligns with the GHG Protocol Global standard for measuring greenhouse gas emissions (Scopes 1, 2, 3). to provide a standardized methodology for calculating Financed Emissions.

Part One: Determining Obligations

Not all digital asset holdings trigger disclosure requirements. The first step for any institution is a materiality assessment. If crypto represents <1% of the balance sheet, it may be immaterial. However, reputational risk often lowers this threshold.

Navigate the wizard to determine if you must report under IFRS S2 or Scope 3 Category 15.

Compliance Wizard

Disclosure Logic Engine

Determine IFRS S2 reporting obligations based on portfolio type.

1. Asset Classification

How does the institution hold the asset?

Start Materiality? Report Voluntary
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Part Two: Calculating Liability

Under carbon pricing regimes (like the EU ETS or Canada's carbon tax), emissions represent a direct financial liability. Investors must quantify this "Transition Risk."

Adjust the Carbon Tax Scenario slider to see the Unmitigated Liability delta.

Risk Quantification

Carbon Liability Shield

Estimate potential financial impact of carbon pricing.

$0 $200 (EU ETS)

Unmitigated Liability

$1.4M

Annual recurring cost at current network intensity (~300g/kWh).

The Data Void & Proxy Methodology

In the absence of direct utility bills from miners (who often guard this data as trade secrets), institutions must rely on "Proxy Data". The Cambridge CBECI index acts as the industry standard proxy. Auditors accept network-wide average intensity metrics when primary data is unavailable, provided the limitations are disclosed in the footnotes.

Part Three: Attribution Workbench

The core of Pillar 3 is the methodology for "Scope 3 Category 15: Investments." Since you cannot trace electrons for a specific Bitcoin, you must attribute a share of the total network's emissions to your portfolio.

Select Hardware (Cat 1) or Grid (Cat 3) tabs to reveal hidden Embodied Carbon formulas.

Scope 3 Workbench

Formula: (Holdings / Total Supply) * Network Annual Emissions

Calculates the "financed emissions" of holding the asset. This is the standard IFRS approach.

Technical Review

Maintained by the ESG Crypto Technical Secretariat

Methodology Alignment

ISO 14064 • GHG Protocol • IFRS S2

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