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Federal Finance

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
SSA
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 corporates, we apply the same methodology as for listed equity, that is to say :

- UN Global Compact norm's screening

- a best in class approach to assess the ESG performance of each company regarding its peers.

 

For SSA, we have 6 topics in our exclusionary screening :

Index of governance, index of corruption, countries in conflict, child labor, fundamental human rights, authoritarian regime and tax heaven (country on the list published by the French State)

04.3. Additional information. [Optional]


FI 05. Examples of ESG factors in screening process

05.1. Provide examples of how ESG factors are included in your screening criteria.

Type of fixed income

ESG factors

Screening

Description of how ESG factors are used as the screening criteria

Countries that have a low index of governance or a high index of corruption are excluded from our responsible investment universe

Type of fixed income

ESG factors

Screening

Description of how ESG factors are used as the screening criteria

Countries in which child labor has been noticed by NGO are excluded of our responsible investment universe.

Type of fixed income

ESG factors

Screening

Description of how ESG factors are used as the screening criteria

In a bank's ESG analysis, corporate governance and ethics are major topics. In a SRI rating, governance issues are overweighted. Considering that majors bank's controversis deal with corporate governance, we have decided to put the emphaiss on this topic and to assess risk/opportunites for all bank's analysis. A high level of risks will have a negative impact on financial recommandation.

05.2. Additional information.


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

06.2. Additional information. [Optional]


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