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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
Corporate (financial)
Corporate (non-financial)
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 all our Discretionary Portfolio Management (“DPM”) investment process a “financial performance first and a best-in-class sustainability” approach is in place. This means that in case of similar scores on key financial performance drivers, the preference for selection in client portfolios resides on companies that offer the highest sustainability ratings. This selection methodology, which is based on exclusion and selection of investments should translate into portfolios that are above benchmark in terms of sustainability. The overall sustainability of the portfolio is monitored periodically (at least annually) to safeguard above benchmark levels of sustainability. For our Sustainable Mandates additional criteria apply.

04.3. Additional information. [Optional]

FI 05. Negative screening - overview and rationale

05.1. Indicate why you conduct negative screening.

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.

Companies and countries mentioned on exclusion lists may be banned from all investment products and solutions, as explained in the Sustainability Risk Policy. ABN AMRO has implemented several exclusion lists, of which the Controversial Weapons List and Investment Exclusion List (“IEL”) apply for investments. The Executive Committee (“ExCo”) decides on the composition of these lists. After a decision investment managers have a three month period to 1) sell the companies occurring on the exclusion lists, 2) to modify its advisory tools and services and 3) to contact clients for selling their positions in these companies. ABN AMRO has limited possibilities to force third party investment products to sell these companies from their portfolios, unless it is forbidden by law.

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

07.2. Additional information. [Optional]