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World Bank Group Retirement Benefit Plans

PRI reporting framework 2017

Basic Information [OO 01 - 09] Gateway asset class implementation indicators [OO 10 - 12]

Investment policy [SG 01 - 04] Objectives and strategies [SG 05 - 06] Governance and human resources [SG 07 - 08] Promoting responsible investment [SG 09 - 11] Innovation [SG 17]

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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.

We execute scenario analysis which includes factors representing the investment impacts of future environmental trends

We execute scenario analysis which includes factors representing the investment impacts of future social trends

We execute scenario analysis which includes factors representing the investment impacts of future governance trends

We execute other scenario analysis, specify

We do not execute such scenario analysis and/or modelling

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

We do the following

Allocation between asset classes

Determining fixed income duration

Allocation of assets between geographic markets

Sector weightings

Other, specify

          We regularly monitor carbon footprint and assess exposures to stranded assets. We continuously monitor new ESG metrics/indicators becoming available to enhance portfolio analysis and disclosure.

We do not consider ESG issues in strategic asset allocation

12.3. Additional information. [OPTIONAL]

We aim to capture all actual and potential ESG risk factors and opportunities through the implementation of our approach to ESG integration. Part of this approach includes regular analysis and monitoring of relevant ESG data, such as ESG ratings, carbon footprint and related portfolio carbon metrics, where available. In general, we follow closely developments of relevant ESG indicators and metrics.

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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