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CBRE Investment Management

PRI reporting framework 2020

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

資産配分におけるESG問題

SG 13. ESG issues in strategic asset allocation

13.1. 貴社組織がシナリオ分析および/またはモデリングを実施するか記述してください。実施する場合、 シナリオ分析について説明してください(資産クラス別、セクター別、戦略的資産配分等)。

25語以内で説明してください 。 CBRE Global Investors is currently testing several approaches to scenario analysis: MSCI Carbon Delta, Carbon Risk Real Estate Monitor (“CRREM”) and GRESB/Verisk Maplecroft ESG Scorecard. MSCI Carbon Delta covers both transitional and physical risks from climate change, on a global scale, and is presently applicable to real estate and equity.
25語以内で説明してください 。 MSCI Carbon Delta methodology calculates aggregated Value-at-Risk for 1.5, 2, and 3 degrees / NDC scenarios, as well as business-as-usual average and worst-case. Risks assessed include chronic and acute physical and regulatory transitional risks.

13.2. 組織が戦略的な資産配分やセクターまたは地理的な市場間での資産の配分においてESG問題を考慮しているかどうかを記載してください。

以下を行っている

          CBRE Global Investors deploys proprietary C.I.T.I.E.S. model.
        

13.3. 補足情報 [任意]

Governance: We stress test our assumptions when underwriting a property for acquisition, disposition and hold-sell analyses. We have a base case which is stress-tested against downside scenarios. We also produce one-off scenarios dependent on macro-political events. For example, we ran a bespoke No Deal Brexit scenario, and an alternate set of No Deal Brexit real estate forecasts, for use in our underwriting in the UK.

The C.I.T.I.E.S. model scores and ranks cities based on the strength of specific structural attributes. Variable selection and model weights are determined by a variable’s respective correlation to historical commercial real estate returns. The 13 input variables are organized into six themes: Commercial Real Estate, Infrastructure, Tourism, Innovation, Economy & Demographics and Sustainability. Input variables are scored on a scale from 1 to 5. These scores are then combined into a single weighted average Winning City score.


SG 13 CC.


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


SG 14 CC.


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


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