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PRI reporting framework 2020

You are in Strategy and Governance » ESG issues in asset allocation

ESG issues in asset allocation

SG 13. ESG issues in strategic asset allocation

13.1. Indicate whether the organisation carries out scenario analysis and/or modelling, and if it does, provide a description of the scenario analysis (by asset class, sector, strategic asset allocation, etc.).

13.3. Additional information. [OPTIONAL]

Gjensidigestiftelsen is in the process of developing a more extensive scenario analysis that will cover risk-factors across all asset classes. We have initiated dialog with carbon delta and following the work of the 2 degree-initiative.

SG 13 CC.

SG 14. Long term investment risks and opportunity (Private)

SG 14 CC.

14.6 CC. Provide further details on the key metric(s) used to assess climate-related risks and opportunities.

Metric Type
Metric Unit
Metric Methodology
Weighted average carbon intensity
          What is my portfolio's exposure to carbon intensive companies.
          Ton CO2e
          Sum product of the carbon intensity and weight of total portfolio.
Carbon footprint (scope 1 and 2)
          What is my portfolios carbon footprint per million dollars invested.
          Ton CO2e/ $M invested
          Total emissions of companies owned devided by $M Invested.
Portfolio carbon footprint
          What is my portfolios carbon footprint per million dollars invested.
          Ton CO2e/ $M invested
          Total emissions of companies owned devided by $M Invested.
Total carbon emissions
          What is my portfolios total carbon footprint.
          Ton CO2e
          Total emissions of companies owned.
Carbon intensity
          How efficient is my portfolio in terms of emissions per unit of output.
          Ton CO2e
          Total emissions devided by $M Sales
Exposure to carbon-related assets
          Estimate exposure to future emissions
          Ton CO2e
          Embedded emissions in fossile fuel reserves

14.8 CC. Indicate whether climate-related risks are integrated into overall risk management and explain the risk management processes used for identifying, assessing and managing climate-related risks.

Please describe

Gjensidigestiftelsen use carbon footprint analysis to evaluate potential risk related to climate. We assess this by comparing our performance to our benchmark as well as to look at our historical performance to see how we are developing.

The management of climate-related risks follows the same set of guidelines as other ESG issues and incidents where the responsible portfolio managers handles the dialogue with funds scoring poorly and continue to emphasis our standpoint and wishes with all fund managers.

14.9 CC. Indicate whether your organisation, and/or external investment manager or service providers acting on your behalf, undertake active ownership activities to encourage TCFD adoption.

Please describe

Adoption of TCFD is a part of dialogue with managers/ companies.

SG 15. Allocation of assets to environmental and social themed areas (Private)