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PRI reporting framework 2019

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

BB DTVM adopts ESG methodology in its analyzes based on the use of the filter positive/ negative / best-in-class.
The methodology for incorporating ESG aspects into credit and stock analyzes is divided into two main groups: general indicators and specific indicators.
The general indicators were segmented into four distinct pillars, encompassing issues related to governance structure, social and environmental aspects and the company's positioning in relation to sustainability indexes, as well as its alignment with the GRI standard involving the analysis of themes such as natural resources, biodiversity, solid waste treatment, liquid effluents, atmospheric emissions, labor rights, human rights, among others.
The methodology consists of a qualitative evaluation through a questionnaire based on the general and specific factors described in the previous items. From the obtained score an ESG rating is established to the companies analyzed. The result of the score, the assigned rating and the main aspects observed in the ESG analysis are recorded in the investment risk analysis summary. Those poorly rated companies are penalized and their credit supply has declined.

04.3. Additional information. [Optional]


FI 05. Examples of ESG factors in screening process (Not Completed)

FI 06. Screening - ensuring criteria are met

06.1. 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

06.2. Additional information. [Optional]