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Patrimonium Asset Management AG

PRI reporting framework 2020

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You are in Direct - Fixed Income » ESG incorporation in actively managed fixed income » Implementation processes

実施プロセス

FI 01. Incorporation strategies applied

以下を記載してください。 (1)組織でアクティブ運用する債券投資について、どのESG組み入れ戦略や組み合わせを使用しているか(2)各戦略が適用されるアクティブ運用債券投資合計の割合(+/- 5%)
社債(非金融)
0 スクリーニングのみ
0 テーマのみ
0 統合のみ
100 スクリーニング + 統合戦略
0 テーマ + 統合戦略
0 スクリーニング + テーマ戦略
0 3つの戦略すべての組み合わせ
0 組み入れ戦略を適用していない
100%

01.2. 特定のESG組み入れ戦略を選択している理由と、使用する戦略の組み合わせを説明してください。

Screening approach: We apply a screening approach to filter out potential portfolio companies which are active in any industry which is believed to be unethical, unsustainable or which goes against our company values. Through a screening approach, such companies are excluded from our investment universe at an early stage of the investment process in a very efficient way. Integration Approach:The analysis of the three ESG dimensions is fully integrated in our investment decision process. This way, the investment team ensures that any detectable ESG-related issue is identified and considered during the investment process. We seek to avoid any investment which would go against our company values or conflicting with our investors’ individual responsible investment principles. Moreover, as a credit lender, we are convinced that seeking responsible investments generally improves our downside risk protection, enhances preservation of capital and minimize reputation risk for both our investors and Patrimonium.*

01.3. 補足情報 [任意]

*Combination of the above mentioned strategies: Through the combination of screening and integration strategies, we reduce in an efficient manner the probability of failing to identify ESG-related issues involving our investments. By first applying the screening strategy, dismissing companies linked with undesired industries is straight-forward and does not require any time-consuming process. In a second step, only if the potential borrowing company fulfilled the screening criteria, integrating the ESG factors in the investment analysis allows to analyse in more detail the compliance of that company to the ESG principles.

1.Screening: 

Patrimonium applies exclusion criteria on the following industries: 

Defense 

e.g. Weapons & Ammunition manufacturing 

Energy 

e.g. Oil and Gas exploration, Coal, Nuclear energy 

Health 

e.g. Tobacco, Alcohol 

Animals 

e.g. Pelts, animal testing 

Ethical 

e.g. Prostitution, Gambling, Pornography 

Furthermore, land as a resource captures full attention from Patrimonium. Indeed, activities requiring deforestation imply alarming climate risks as well as further potential issues (endangered animal species, biodiversity reduction or confrontation with native tribes living in the affected regions). Patrimonium refuses to finance companies linked with activities requiring direct deforestation.  

Patrimonium also carefully investigates methane emissions and potential gas leaks linked to the activities of our loan candidates. For example, energy producers using fracking methods represents a risk of methane leak which Patrimonium considers as too high to bear. Consequently, fracking is included in the list of industries that are out of our investment universe. 

2.Integration: 

To integrate the ESG analysis into our investment decision, Patrimonium’s analysts assess various relevant ESG factors for each ESG dimension. A sub- score is first obtained for each ESG dimension and then, an overall ESG score is computed based on the three sub-scores. See below various examples of ESG factors contributing to the sub-scores: 

Environmental issues 

- Company’s negative impact on water 

- Company’s waste

Social issues 

- To which extent does the company’s product harms by anyway its consumers  

- Negative impact of the company’s activity on the community (public health endangered, force to relocate populations, activity linked with nuisance) 

Governance issues 

- Shareholders’ background 

- Occurrence and extent of extraordinary payments to executives of the company 


FI 02. ESG issues and issuer research (Private)


FI 03. Processes to ensure analysis is robust

03.1. 組織のESG調査プロセスの堅牢性を確保する方法を記載してください。

具体的に記載してください

          Event-driven: Ad-hoc research. Situation-specific research and reaction to ESG relevant event.
        

03.2. ESG情報または分析を投資チーム内で共有する方法を記載してください。

03.3. 補足情報 [任意]


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