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Nomura Alternative Investment Management (Europe) Ltd

PRI reporting framework 2018

You are in Strategy and Governance » ESG issues in asset allocation

ESG issues in asset allocation

SG 13. ESG issues in strategic asset allocation

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

13.1. 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 do scenario analysis to assess the impact on the risk of the funds. Since the strategies are quantitative and systematic impact of liquidity, volatility,

13.2. 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

13.3. Additional information. [OPTIONAL]

NAIM implements quantitative and systematic strategies with exposure across asset classes. As such, the main driver in analysis of ESG principles is to recognise the impact that the instruments traded (mainly derivatives) would have in their markets. Some criteria (e.g. liquidity, market depth, volatility, etc.) are considered when deciding to which asset classes the funds would take exposure to and the analysis would be carried out on the strategies before the inclusion in the pool of strategies that can be selected.

SG 14. Long term investment risks and opportunity (Private)

SG 15. Allocation of assets to environmental and social themed areas (Private)