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Elo Mutual Pension Insurance Company

PRI reporting framework 2017

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You are in Direct - Fixed Income » ESG incorporation in actively managed fixed income » (A) Implementation: Screening

(A) Implementation: Screening

FI 07. Types of screening applied

07.1. Indicate the type of screening you conduct.

Select all that apply
SSA
Corporate (financial)
Corporate (non-financial)
Negative/exclusionary screening
Positive/best-in-class screening
Norms-based screening

07.2. Describe your approach to screening for internally managed active fixed income

Investable SSA universe is divided into four buckets based on Corruption Index score (CPI). Best score category is favoured and issuers in the worst quartile are usually avoided or scrutinized thoroughly.

In corporates we use the MSCI data for screening the portfolio  and markets in general. Screening  is done to understand the risks in the specific investment and on a portfolio level. We screen for certain elements like CO2 emissions, controversial weapons, global compact and  positive impact. The thematic approach involves for e.g CO2 intensity and positive impact within the credit portfolio.

07.3. Additional information. [Optional]


FI 08. Negative screening - overview and rationale

08.1. Indicate why you conduct negative screening.

SSA

SSA

Corporate (financial)

Corporate (fin)

Corporate (non-financial)

Corporate (non-fin)

08.2. Describe your approach to ESG-based negative screening of issuers from your investable universe.

Negative screening for issuers with worst score based on Corruption Perception Index. 

Screening  is done to understand the risks in the specific investment and on a portfolio level. We do negative screening for certain elements like CO2 emissions, controversial weapons, global compact. We do this to understand the risks and improve our portolio risk/return profile.

08.3. Additional information. [Optional]


FI 09. Examples of ESG factors in screening process (Private)


FI 10. Screening - ensuring criteria are met

10.1. Indicate which systems your organisation has to ensure that fund screening criteria are not breached in fixed income investments.

Type of screening
Checks
Negative/exclusionary screening?
Positive/best-in-class screening
Norms-based screening

10.2. Additional information. [Optional]


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