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Global Evolution

PRI reporting framework 2020

You are in Direct - Fixed Income » ESG incorporation in actively managed fixed income » Implementation processes


FI 01. Incorporation strategies applied

以下を記載してください。 (1)組織でアクティブ運用する債券投資について、どのESG組み入れ戦略や組み合わせを使用しているか(2)各戦略が適用されるアクティブ運用債券投資合計の割合(+/- 5%)
0 スクリーニングのみ
0 テーマのみ
0 統合のみ
0 スクリーニング + 統合戦略
0 テーマ + 統合戦略
0 スクリーニング + テーマ戦略
100 3つの戦略すべての組み合わせ
0 組み入れ戦略を適用していない

01.2. 特定のESG組み入れ戦略を選択している理由と、使用する戦略の組み合わせを説明してください。

At Global Evolution, we have conducted extensive ground-breaking research into the relationship between sovereign debt investing and Environmental, Social, and Governance (ESG) indicators. We have found clear correlation between the sovereign funding costs and ESG dynamics, with governance, unsurprisingly, the most prevalent.

The quantitative valuation models effectively provide us with statistically significant valuation signals that are partly based on ESG dynamics and partly based on macroeconomic, financial, and fiscal dynamics. The models provide us with such statistically significant valuation signals, i.e. “trade ideas”, at a weekly basis which informs our investment process.

By not integrating ESG dynamics into investment decisions, investors sacrifice essential information. Our quantitative approach reveals a clear ESG historical “dividend” which is conducive for a successful investment process. 


for those reasons we have chosen ESG strategies and combine various factors to become as well informed as possible

01.3. 補足情報 [任意]

FI 02. ESG issues and issuer research (Private)

FI 03. Processes to ensure analysis is robust

03.1. 組織のESG調査プロセスの堅牢性を確保する方法を記載してください。


          compliance reviews are more and more prevalent by compliance department

03.2. ESG情報または分析を投資チーム内で共有する方法を記載してください。

          valuation models directly illustrate ESG contribution to trade ideas

03.3. 補足情報 [任意]