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PRI reporting framework 2019

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You are in Direct - Listed Equity Incorporation » ESG incorporation in actively managed listed equities » Implementation processes » (A) Implementation: Screening

(A) Implementation: Screening

LEI 04. Types of screening applied

04.1. Indicate and describe the type of screening you apply to your internally managed active listed equities.

Type of screening

Screened by


Companies and countries mentioned on exclusion lists may be banned from all investment services and products, as explained in the Sustainability Risk Policy. ABN AMRO has implemented several exclusion lists, of which the Controversial Weapons List and Soft-Exclusion List apply for investments.

ESG is always taken into account when screening an investment.


Screened by


ABN AMRO considers investments “Sustainable Investments” when certain criteria are met. The criteria are a combination of 1) positive selection criteria and/or a sustainable portfolio and/or externally verified or certified Sustainable assets and 2) exclusions.

ABN AMRO has developed the following methodology for determining the ABN AMRO Sustainability Indicator:
1. Based on a number of relevant ESG aspects for that company, an ESG score on a scale from 1 to 100 will be calculated.
2. The company’s score is ranked relative to its peers in an industry group resulting in a Sustainability Indicator on a scale from one (poor) to five (excellent): poor-weak-moderate-good-excellent.
3. If a company is in breach of the Global Compact principles, this company will be downgraded - depending on how severe the controversy is - by one or more levels: one level for Category 3 controversies, by two levels for Category 4 controversies and to the lowest level (poor) for Category 5 controversies.
4. If a company in a high risk sector lacks any required policy (e.g. an environmental policy for mining companies), this company will be downgraded by one level.

Screened by


ABN AMRO always consider Global Compact Principles in its investment process.

04.2. Describe how you notify clients and/or beneficiaries when changes are made to your screening criteria.

The screening criteria are described in the ABN AMRO's Sustainable Investment Policy. After a decision ABN AMRO has 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.

LEI 05. Processes to ensure screening is based on robust analysis

05.1. Indicate which processes your organisation uses to ensure screening is based on robust analysis.

05.2. Indicate the proportion of your actively managed listed equity portfolio that is subject to comprehensive ESG research as part your ESG screening strategy.

05.3. Indicate how frequently third party ESG ratings are updated for screening purposes.

05.4. Indicate how frequently you review internal research that builds your ESG screens.

05.5. Additional information. [Optional]

ABN AMRO developed a sustainable investment policy which incorporate the above elements and give guidance to staff on sustainable and responsible investing. We are in continuous dialogue with our data provider (Sustainalytics) as well as with our partner for engagements (RobecoSAM). As such we continuously keep our information up to date. 

Furthermore, we review our Controversial Weapons List on a monthly basis as well as our Sustainability Indicator. The Investment Engagement Committee meets on a quarterly basis for frequent decision making. When necessary extra meetings can be scheduled. 


LEI 06. Processes to ensure fund criteria are not breached (Private)