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SANLAM LIFE INSURANCE LIMITED

PRI reporting framework 2020

You are in Direct - Fixed Income » ESG incorporation in actively managed fixed income » (C) Implementation: Integration

(C) Implementation: Integration

FI 10. Integration overview

10.1. Describe your approach to integrating ESG into traditional financial analysis.

In order to determine a borrowing rating we consider the following factors:

Environmental - sustainability risks idendified, climate change, energy resource use and pollution management

Social - sustainability risks identified, general stakeholder engagement and management, product responsibility, health and safety, diversity and inclusion

Governance - incentive structures, audit practices, board expertise and independednce, transparency/disclosure, financial policy,business integrity

 

 

10.2. Describe how your ESG integration approach is adapted to each of the different types of fixed income you invest in.

SSA

same as FI 10.1

10.3. Additional information [OPTIONAL]

Same as FI 10.1


FI 11. Integration - ESG information in investment processes

11.1. Indicate how ESG information is typically used as part of your investment process.

Select all that apply
SSA
ESG analysis is integrated into fundamental analysis
ESG analysis is used to adjust the internal credit assessments of issuers.
ESG analysis is used to adjust forecasted financials and future cash flow estimates.
ESG analysis impacts the ranking of an issuer relative to a chosen peer group.
An issuer`s ESG bond spreads and its relative value versus its sector peers are analysed to find out if all risks are priced in.
The impact of ESG analysis on bonds of an issuer with different durations/maturities are analysed.
Sensitivity analysis and scenario analysis are applied to valuation models to compare the difference between base-case and ESG-integrated security valuation.
ESG analysis is integrated into portfolio weighting decisions.
Companies, sectors, countries and currency and monitored for changes in ESG exposure and for breaches of risk limits.
The ESG profile of portfolios is examined for securities with high ESG risks and assessed relative to the ESG profile of a benchmark.
Other, specify in Additional Information

11.2. Additional information [OPTIONAL]


FI 12. Integration - E,S and G issues reviewed

12.1. Indicate the extent to which ESG issues are reviewed in your integration process.

Environment
Social
Governance
SSA

Environmental

Social

Governance

12.2. Please provide more detail on how you review E, S and/or G factors in your integration process.

SSA

In order to determine a borrowing rating we consider the following factors:

Environmental: sustainability, climate change, energy resource and management, general management of pollution.

Social:  employee relations, consumer relations, human rights, community and stakeholder relations, product responsibility, health and safety, diversity.

Governance:  incentive structures, audity practices, board expertise and independence, transparency/disclosure, financial policy, business integrity.

12.3. Additional information.[OPTIONAL]


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