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Somerset Capital Management LLP

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 carries out scenario analysis and/or modelling, and if it does, provide a description of the scenario analysis (by asset class, sector, strategic asset allocation, etc.).

13.3. Additional information. [OPTIONAL]

We are keen to better understand portfolio sensitivity to transition risk and opportunities by looking at the potential returns impact be under different scenarios (with at least one scenario in which warming is limited to 2C or less, in line with the Paris Agreement). We are currently reviewing providers – choosing the right methodology and ensuring that we have all the relevant disclosures from our companies is important. Deep engagement from portfolio managers in the climate scenario analysis process and formation of underlying assumptions will also be key. 

SG 13 CC.

SG 14. Long term investment risks and opportunity (Private)

SG 14 CC.

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