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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. ポートフォリオレベルで将来のESGトレンドのリスクプロファイルを計算するシナリオ分析やモデリングを組織が実施しているかどうかについて明示してください。

          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. 組織が戦略的な資産配分やセクターまたは地理的な市場間での資産の配分においてESG問題を考慮しているかどうかを記載してください。

          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. 補足情報。 [任意]

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)