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BanSabadell Pensiones E.G.F.P., S.A.

PRI reporting framework 2019

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

(C) Implementation: Integration

FI 10. Integration overview

10.1. Describe your approach to integrating ESG into traditional financial analysis.

Utilizamos Dow Jones Sustainability Index y la base de datos Diego / Eiris.

10.2. Describe how your ESG integration approach is adapted to each of the different types of fixed income you invest in.

SSA

Utilizamos Dow Jones Sustainability Index y la base de datos Diego / Eiris.

Corporate (financial)

Utilizamos Dow Jones Sustainability Index y la base de datos Diego / Eiris.

Corporate (non-financial)

Utilizamos Dow Jones Sustainability Index y la base de datos Diego / Eiris.

10.3. Additional information [OPTIONAL]


FI 11. Integration - ESG information in investment processes

11.1. Indicate how ESG information is typically used as part of your investment process.

Select all that apply
SSA
Corporate (financial)
Corporate (non-financial)
ESG analysis is integrated into fundamental analysis
ESG analysis is used to adjust the internal credit assessments of issuers.
ESG analysis is used to adjust forecasted financials and future cash flow estimates.
ESG analysis impacts the ranking of an issuer relative to a chosen peer group.
An issuer's ESG bond spreads and its relative value versus its sector peers are analysed to find out if all risks are priced in.
The impact of ESG analysis on bonds of an issuer with different durations/maturities are analysed.
Sensitivity analysis and scenario analysis are applied to valuation models to compare the difference between base-case and ESG-integrated security valuation.
ESG analysis is integrated into portfolio weighting decisions.
Companies, sectors, countries and currency and monitored for changes in ESG exposure and for breaches of risk limits.
The ESG profile of portfolios is examined for securities with high ESG risks and assessed relative to the ESG profile of a benchmark.
Other, specify

11.2. Additional information [OPTIONAL]

ESG analysis for issuers is a standard item on the agenda at investment committee meetings

 

The portfolios of the pension plans must have an average score of 70% of the Dow Jones Sustainability index
 


FI 12. Integration - E,S and G issues reviewed

12.1. Indicate the extent to which ESG issues are reviewed in your integration process.

Environment
Social
Governance
SSA

Environmental

Social

Governance

Corporate (financial)

Environmental

Social

Governance

Corporate (non-financial)

Environmental

Social

Governance

12.2. Please provide more detail on how you review E, S and/or G factors in your integration process.

SSA

Índice de Sostenibilidad del Dow Jones y la base de datos Diego / Eiris.

Corporate (financial)

Índice de Sostenibilidad del Dow Jones y la base de datos Diego / Eiris.

Corporate (non-financial)

Índice de Sostenibilidad del Dow Jones y la base de datos Diego / Eiris.

12.3. Additional information.[OPTIONAL]


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