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Fisher Investments

PRI reporting framework 2020

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

ESG issues in asset allocation

SG 13. ESG issues in strategic asset allocation

13.1. Indicate whether the organisation undertakes scenario analysis and/or modelling and provide a description of the scenario analysis (by asset class, sector, strategic asset allocation, etc.).

Describe We look at a variety of possible outcomes. Any material ESG factors that may lead to over/underweights of countries and sectors are continuously analyzed and evaluated.

13.2. Indicate if your organisation considers ESG issues in strategic asset allocation and/or allocation of assets between sectors or geographic markets.

We do the following

13.3. Additional information. [OPTIONAL]


SG 13 CC.


SG 14. Long term investment risks and opportunity

14.1. Some investment risks and opportunities arise as a result of long term trends. Indicate which of the following are considered.

14.2. Indicate which of the following activities you have undertaken to respond to climate change risk and opportunity

Specify the AUM invested in low carbon and climate resilient portfolios, funds, strategies or asset classes.

Total AUM
trillions billions millions thousands hundreds
Currency
Assets in USD
trillions billions millions thousands hundreds

Specify the framework or taxonomy used.

We target 50% of the weighted average carbon intensity of the relevant benchmark index.

14.3. Indicate which of the following tools the organisation uses to manage climate-related risks and opportunities.

14.5. Additional information [Optional]


SG 14 CC.

14.6 CC. Please provide further details on these key metric(s) used to assess climate related risks and opportunities.

Metric Type
Coverage
Purpose
Metric Unit
Metric Methodology
Weighted average carbon intensity
          Monitoring
        
          tons CO2e/$M Sales
        
          Data provided by MSCI ESG Research
        
Carbon footprint (scope 1 and 2)
          
        
          
        
          
        
Portfolio carbon footprint
          Inform Investment Decisions
        
          tons CO2e/$M Sales
        
          Data provided by MSCI ESG Research
        
Total carbon emissions
          
        
          
        
          
        
Carbon intensity
          Monitoring
        
          tons CO2e/$M Sales
        
          
        

14.8 CC. Indicate whether climate-related risks are integrated into overall risk management and explain the risks management processes for identifying, assessing, and managing climate-related risks.

Please describe

Risk management analysis is performed on an ongoing basis through periodic and ad hoc analyses, with regular reporting to the IPC. The Capital Markets Innovation (CMI) team conducts monthly forward-looking analyses of expected impact from portfolio country, sector and style characteristics and evaluates portfolio sensitivity to macro exposures such as interest rates, commodity prices and currencies. The CMI team also produces ad hoc pre- and post-trade analyses to identify potential impacts of tactical or strategic changes on portfolio exposures, cross correlation of securities, liquidity and ownership levels. On a prescriptive basis, risk management helps the IPC determine areas of focus for additional analysis and scrutiny, potentially guiding portfolio changes at both macro and stock-specific levels. Short and medium term risks are assessed on an ongoing basis by the Securities and Capital Markets teams.

14.9 CC. Indicate whether the organisation undertakes active ownership activities to encourage TCFD adoption.


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

15.1. Indicate if your organisation allocates assets to, or manages, funds based on specific environmental and social themed areas.

15.4. Please attach any supporting information you wish to include. [OPTIONAL]



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