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Avanda Investment Management

PRI reporting framework 2020

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


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)。

13.3. 補足情報 [任意]

We do carry out scenario analysis, but it may or may not include climate-related and other ESG issues.

Two types of scenarios are used in our forward-looking stress tests:

- Economic scenarios reflecting current concerns. These scenarios are constructed by applying economic research to the translation of economic variables into portfolio risk drivers.

- Hypothetical scenarios simulating plausible future shocks that might not have happened in the past or are not inferred from the current economic scenario. These scenarios employ principal components to arrive at a comprehensive list of scenarios across asset classes that are used to shock the portfolio. This allows us to explore the tails in ways that history has not yet evidenced. The scenarios may or may not include climate-related and other ESG issues.

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)