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You are in Direct - Fixed Income » ESG incorporation in actively managed fixed income » (C) Implementation: Integration
We have not yet settled on a process to integrate ESG into traditional financial analysis.
The review starts before a new issuer is added to the portfolio, with a thorough screen for a range of ESG risk factors. Once included, we have quantitative and qualitative measures to monitor ESG performance. An example of a quantitative measure includes following the trend in rating scores provided by our third-party researcher. A qualitative measure includes monitoring of newsflow for that particular issuer or the sector to which it belongs.
We review the purpose of the loand underlying the trnaches of a securitised asset. For example, we identified a tranche of an ABS that funds rooftop solar installations, which helped us build a case for why that tranche should be included in our portfolios as a "green" asset.