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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 undertakes scenario analysis and/or modelling and provide a description of the scenario analysis (by asset class, sector, strategic asset allocation, etc.).

Describe At the portfolio level, we look at the average technology and energy mix compared with global energy scenarios modelled by the International Energy Agency or IEA, including the Sustainable Development Scenario (aligned with the UN Sustainable Development Goals and 1.5-2°C trajectory), for corporate and sovereign bonds. This primarily concerns the energy sector considering data availability and quality. We are exploring options to expand the coverage and get forward-looking company-level data based on developments and new tools such as PACTA.

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

          This analysis is carried out in the context of ESG assessments and ESG ratings that are incorporated firm-wide into our credit research.

13.3. Additional information. [OPTIONAL]

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.

other description (1)

          We endorse the SDGs as the holistic reference framework to assess other wide-ranging risks e.g. inequality.

14.2. Indicate which of the following activities you have undertaken to respond to climate change risk and opportunity

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

14.5. Additional information [Optional]

SG 14 CC.

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