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PRI reporting framework 2020

You are in Direct - Listed Equity Incorporation » ESG incorporation in actively managed listed equities » Implementation processes » (A) Implementation: Screening

A) 実施:スクリーニング

LEI 04. Types of screening applied

04.1. 組織内でアクティブ運用している上場株式に適用するスクリーニングの種類を記載し、説明してください。




In our policy (see OO section) there is an annex for the exclusion of carbon related activities. 



Our "A posteriori" screening is based on ESG scores of three external providers (RobecoSAM, Sustainalitycs and Reprisk). We compute a weighted average through a propietary method, though the most weight is usually given to Reprisk data. With such data, we select those in the lowest quartile and ask for a second look in the "A priori" proccess. If this stage still suggests to invest, the case is taken to a risk committee, who will decide on the investment.

Same proccess is applied to every position already in the portfolio.

With the new strategy MIR, we select companieswith best practices in people with disabilities issues.

04.2. スクリーニング基準が変更された場合に顧客や受益者に通知する方法について説明してください。

Depending on who the client is:

For the group portfolios, the changes are reported at the risk committee and the investments committee of the group.

For external institutional clients, changes are reported at the regular committees we hold with them, usually on a monthly basis.

For retail clients, up to now the report is only when requested, but we're working on a standarised ESG report for retail clientes that will be up and running before year end.

LEI 05. Processes to ensure screening is based on robust analysis

05.1. スクリーニングが徹底した分析に基づいていることを確実にするために、組織が使用しているプロセスを選択してください。

05.2. ESGスクリーニング戦略の一環で包括的なESG調査の対象となるアクティブ上場株式ポートフォリオの割合を示してください。

05.3. 第三者のESG評価がスクリーニング目的で更新される頻度を示してください。

05.5. 補足情報 [任意]

LEI 06. Processes to ensure fund criteria are not breached (Private)