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Eskom Pension and Provident Fund

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 do not currently carry out scenario analysis and/or modelling on our total portfolio, although we remain committed to improving our understanding and developing this process. However, some of our external managers do carry out scenario analysis on the portfolios they manage on our behalf.

Nonetheless, the Fund uses the MSCI ESG Rating system to assign an ESG rating to the securities it owns. Furthermore, it can monitor the overall ESG rating of the whole portfolio using the MSCI Barra One risk system.


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

other description

          Developmental Impact investments concentrate on initiatives such has environmental impact i.e. clean energy, reduction of carbon emissions etc.

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

other description

          We manage risks and opportunities through guidelines as provided by policies governing the Developmental Impact investments.

14.5. Additional information [Optional]

SG 14 CC.

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