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Federal Finance

PRI reporting framework 2018

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

(A) Implementation: Screening

FI 04. Types of screening applied

04.1. Indicate the type of screening you conduct.

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

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

For corporates, we apply the same methodology as for listed equity :

- UN Global Compact screening

- a best in class approach to assess the ESG performance of each company regarding its peers.

 

For SSA, we have 6 topics in our exclusionary screening :

Index of governance, index of corruption, countries in conflict, child labor, fundamental human rights, authoritarian regime and tax heaven (country on the list published by the French State)

04.3. Additional information. [Optional]


FI 05. Negative screening - overview and rationale

05.1. Indicate why you conduct negative screening.

SSA

SSA

Corporate (financial)

Corporate (fin)

Corporate (non-financial)

Corporate (non-fin)

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

Our strategy aims at identifying and avoiding companies that do not respect international standards. We consider that it is our financial duty that our invesments respects the UN Global Compact Principles. We have adapted these principles to Sovereigns.

This is a complementary approach to our Best in Class strategy.

05.3. Additional information. [Optional]


FI 06. Examples of ESG factors in screening process (Not Completed)


FI 07. Screening - ensuring criteria are met

07.1. 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

07.2. Additional information. [Optional]


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