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Swiss Re Ltd

PRI reporting framework 2020

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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.).

Describe We run the two degree scenario analysis provided by PACTA for a subset of our portfolio.

13.2. Indicate if your organisation considers ESG issues in strategic asset allocation and/or allocation of assets between sectors or geographic markets.

We do the following

13.3. Additional information. [OPTIONAL]

When we set the investment strategy and define the asset allocation, we consider and monitor material macroeconomic and financial market risk factors. These risk factors may also include ESG considerations when material in the context of other macroeconomic and systemic risks. Furthermore, we consider ESG risk and the risk of stranded assets on a sector level by adjusting the weightings.


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)


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