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Silk Invest Ltd.

PRI reporting framework 2019

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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.

Silk Invest invests solely in sovereign bonds. It is ESG research is mainly focused on macro filters, including the rankings of countries in terms of corruption and ease-of-doing business.

The approach is a best-in-class approach, where the best countries within the univers are selected for investments.

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

SSA

Silk Invest invests solely in sovereign bonds. It is ESG research is mainly focused on macro filters, including the rankings of countries in terms of corruption and ease-of-doing business.

The approach is a best-in-class approach, where the best countries within the univers are selected for investments.

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
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 is integrated into portfolio construction decisions and regularly featured in internal research notes or similar


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

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

SSA

 

Silk Invest invests solely in sovereign bonds. It is ESG research is mainly focused on macro filters, including the rankings of countries in terms of corruption and ease-of-doing business.

The approach is a best-in-class approach, where the best countries within the univers are selected for investments.

12.3. Additional information.[OPTIONAL]


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