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United Nations Joint Staff Pension Fund

PRI reporting framework 2017

You are in Strategy and Governance » Implementation not in other modules

Implementation not in other modules

SG 12. ESG issues in strategic asset allocation

New selection options have been added to this indicator. Please review your prefilled responses carefully.

12.1. Indicate if your organisation executes scenario analysis and/or modelling in which the risk profile of future ESG trends at portfolio level is calculated.

          The UNJSPF retroactively performed ESG factor portfolio analysis on its $30+ billion internal equity portfolio for the past eight fiscal years (2008-2016).
        

12.2. Indicate if your organisation considers ESG issues in strategic asset allocation and/or allocation of assets between sectors or geographic markets.

          Allocation to ESG within each asset class:  Fixed Income/green bonds; Equity/low carbon ETFs; Private Equity/(already described); Real Assets/BREEAM and LEED
        

12.3. Additional information. [OPTIONAL]

Currently, testing ESG factor impact on emerging market coutry allocation.

Detailed analysis on factor analysis on ESG benchmarking to size and value enhancements.


SG 13. Long term investment risks and opportunity (Not Completed)


SG 14. Allocation of assets to environmental and social themed areas (Private)


SG 15. ESG issues for internally managed assets not reported in framework (Not Applicable)


SG 16. ESG issues for externally managed assets not reported in framework (Not Completed)


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