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Federal Finance

PRI reporting framework 2019

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

ESG issues in asset allocation

SG 13. ESG issues in strategic asset allocation

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.

Is this scenario analysis based on a 2°C or lower scenario? Yes

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]

SG 13 CC.

SG 14. Long term investment risks and opportunity (Not Completed)

SG 14 CC.

14.6 CC. Please provide further details on these key metric(s) used to assess climate related risks and opportunities.

Metric Type
Metric Unit
Metric Methodology
Weighted average carbon intensity
Carbon footprint (scope 1 and 2)
Portfolio carbon footprint
Carbon intensity
          Compute the average CO2 emissions of a portfolio per million of sales
          Teq CO2
          portfolio weight of the stake in company*(Co2 emissions of the company/ company's sales)
Exposure to carbon-related assets
          identify high emitting companies
          CO2 emissions / sales

14.8 CC. Describe your risk management processes for identifying, assessing, and managing climate-related risks.

Please describe

For mandates and portfolios that do have climate-related constraints, our risk management team monitors the respect of these constraints. Each week, they screen portfolio and mandates to be sure that limits are respected. If not, an alert is sent to portfolio managers.

14.9 CC. Do you conduct engagement activity with investee companies to encourage better disclosure and practices around climate-related risks?

Please describe

In accordance with our engagement policy, we will engage with companies that do not respect our ESG requirement. A low level of disclosure can be a reason to launch engagement.

Recently, we took part in the Climate Action 100+ initiative to engage with companies and to apply TCFD recommendations.

SG 15. Allocation of assets to environmental and social themed areas (Not Completed)