SSA (DM): In European sovereign bonds investments we score the countries by looking at several governance indicators. Only the countries that score sufficient are eligible for inclusion. We take into account Governance data from the World Bank Worldwide Governance Index.
SSA (EMD): We use negative screening based on UN PRI principles and ESG criteria (based on a set of ESG indices such as ND-GAIN, HDI etc., which are updated yearly) to provide a minimum level of ESG standards in the portfolio. This results in excluding around 50% of the amount of countries. Norms-based screening is done via Global Compact Violators
Corporates (Fin and non-Fin), see FI 04.3