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PRI reporting framework 2020

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

A) 実施:スクリーニング

FI 04. Types of screening applied

04.1. 実施するスクリーニングの種類を記載してください。

当てはまる項目を全てを選択してください
SSA
社債(金融)
社債(非金融)
証券化商品
ネガティブ/ 排他的スクリーニング
ポジティブ/業界最高のスクリーニング
基準に基づくスクリーニング

04.2. 組織内でアクティブ運用している債券に適用するスクリーニングのアプローチを記載してください。

Screening is conducted quarterly and is provided by a third-party ESG data provider, results are reviewed by the ESG team.

Negative/exclusionary screening:

Norms-based screening. Issuers confirmed for violating international norms and conventions (ILO, UN Global Compact etc., see FI 05.1 for more examples) are not eligible for investments.
Controversial weapons. Screens out issuers involved in manufacture and production of cluster munitions, biological and chemical weapons and anti-personnel landmines.
Product-related. Screens out issuers involved in production and distribution of alcohol, tobacco, pornography and gambling. Also screens out companies involved in extraction of fossil fuels (max. 0% of company revenues allowed), as well as coal-based energy production or oil- and gas services (max. 10% of company revenues allowed).

Positive screening:

Bond issuers ESG ratings is retrieved from ESG data provider, quarterly updated and readily available in centralized portfolio data system. Underlying ESG data variables feeds into sector-specific scorecard, used for issuer assessment and selection. Screening results and specific ESG issues are discussed at regular meetings with the portfolio management team (monthly).

04.3. 補足情報 [任意]


FI 05. Examples of ESG factors in screening process

05.1. スクリーニング条件に含まれているESG要因の例を挙げてください。

種類

ESG要因

スクリーニング

スクリーニングの説明

Negative/exclusionary screening:
Controversial weapons. Screens out companies involved in manufacture and production of cluster munitions, biological and chemical weapons and anti-personnel landmines.
Product-related (ethical/social factors). Screens out companies involved in production and distribution of alcohol, tobacco, pornography and gambling.
Sector-specific (environmental factors). Also screens out companies involved in extraction of fossil fuels (max. 0% of company revenues allowed), as well as coal-based energy production or oil- and gas services (max. 10% of company revenues allowed).

種類

ESG要因

スクリーニング

スクリーニングの説明

Norms-based screening. Companies confirmed for violating international norms and conventions are not eligible for investments, based on UN Global Compact, OECD guidelines and ILO conventions.

Examples of environment-related conventions, human rights, labour and anti-corruption:

  •  Rio Declaration on Environment and Development
  •  The Declaration of the United Nations Conference on the Human Environment
  •  Paris Agreement
  •  The Universal Declaration of Human Rights
  •  Convention on the Rights of the Child
  •  Declaration on the Rights of Indigenous People
  •  ILO Declaration on Fundamental Principles and Rights at Work
  •  UN Convention against Corruption

種類

ESG要因

スクリーニング

スクリーニングの説明

Positive screening. Bond issuers ESG ratings is retrieved from ESG data provider, quarterly updated and readily available in centralized portfolio data system. ESG factors we have included in the corporate (financial) scorecard are: climate-related risks, ESG integration, business ethics and compliance, product quality and governance, management incentives and risk & resilience. Underlying ESG data variables feeds into sector-specific scorecard, used for issuer assessment and selection.

種類

ESG要因

スクリーニング

スクリーニングの説明

Positive screening. Bond issuers ESG ratings is retrieved from ESG data provider, quarterly updated and readily available in centralized portfolio data system. ESG factors we have included in the corporate (non-financial) scorecard are for example: environmental governance, climate change, resource use, human rights, employee relations, CSR strategy and business ethics. Underlying ESG data variables feeds into sector-specific scorecard, used for issuer assessment and selection.

05.2. 補足情報 [任意]


FI 06. Screening - ensuring criteria are met

06.1. 債券投資においてファンドスクリーニングの基準に違反がないことを確認するために組織が使用しているシステムを記載してください。

スクリーニングの種類
ネガティブ/排他的スクリーニング​
ポジティブ/業界最高のスクリーニング
基準に基づくスクリーニング​

06.2. 補足情報 [任意]

The internal risk control function monitors on a daily basis that our fund holdings are in line with its screening criteria. Any deviations must immediately be reported to the portfolio manager, CEO and Head of Responsible investment. The portfolio managers must sell any position that are in breach of the screening criteria. Head of Responsible investment must annually report to the Board of Directors on the selection process and its compliance.


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