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Norwegian Government Pension Fund Norway (Norwegian Ministry of Finance and Folketrygdfondet)

PRI reporting framework 2020

You are in Direct - Fixed Income » Outputs and outcomes

Outputs and outcomes

FI 17. Financial/ESG performance

17.1. Indicate whether your organisation measures how your incorporation of ESG analysis in fixed income has affected investment outcomes and/or performance.

Select all that apply
SSA
CorporateĀ (financial)
Corporate (non-financial)
We measure whether incorporating ESG impacts portfolio risk.
We measure whether incorporating ESG impacts portfolio returns.
We measure the ESG performance/profile of portfolios (relative to the benchmark).
None of the above

17.2. Describe how your organisation measures how your incorporation of ESG analysis in fixed income has affected investment outcomes and/or ESG performance. [OPTIONAL]

For the high yield portfolio, we have compiled an overview internally of price developments in bonds in which we have invested versus those for which we decided to pass on investing, dating back three years. The reasons for not investing in a given bond in some cases include ESG-related financial risk. The analysis indicates that Folketrygdfondet has avoided the worst credit events through our choice of bonds.

17.3. Additional information.[OPTIONAL]


FI 18. Examples - ESG incorporation or engagement (Not Completed)


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