The European Banking Federation has published key messages on the European Banking Authority consultation on the Systemic Risk Buffer, arguing that policymakers should fundamentally reconsider whether a climate related buffer is the right tool and whether this is the right time to revise the framework. It points to the broader push for regulatory simplification and the forthcoming European Commission report on the competitiveness of the financial sectors, which will assess the macroprudential framework, and warns that a novel buffer with untested calibration would send a contradictory signal to markets. The federation argues that capital buffers designed for structural systemic shocks are not well suited to emerging climate risks, which it says are marked by deep uncertainty and long time horizons. It says climate risk exposure in banks' credit portfolios is inherently bank specific and is better addressed under the Pillar 2 framework, while a climate Systemic Risk Buffer could double count capital already held under existing supervisory requirements and penalize sectors and regions most in need of transition and resilience investment. If climate related macroprudential tools are pursued, it says any framework should be aligned across the European Union, risk sensitive, based on clear activation criteria and robust comparable available data, and should meet a proportionality test that weighs costs against prudential benefit.