This report shows public data only. Is this your organisation? If so, login here to view your full report.

AXA Investment Managers

PRI reporting framework 2020

Export Public Responses
Pdf-img

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

(B) Implementation: Thematic

FI 07. Thematic investing - overview

07.1. Indicate what proportion of your thematic investments are (totalling up to 100%):

86.6 %
7.1 %
6.1 %

07.2. Describe your organisation’s approach to thematic fixed income investing

We only invest in impact bonds (Green, Social & Sustainable bonds) that go through our internal screening:

- We exclude issuers which are not in line with our AXA IM RI Sectorial and ESG Standards policies (such as being involved in controversial activities or carrying high reputational risks)

- We have defined a qualitative Impact Bond framework based on four pillars:

1. Issuer’s sustainability strategy

Overall strategy’s alignment with green bond and social bond projects
- Environmental or Social track record and targets
- Impact Bond-specific one-on-one meetings with the issuer
- Meetings with the management team
- Controversies
- Scores

2. Type of projects: the goal is to define the greenness and societal of the projects financed by the bond

- Breakdown of projects mainly based on the Green Bond Principles (‘GBP’), Social Bond Principles (SBP) and the Climate Bond Initiative (‘CBI’) categories: renewable energies, energy efficiency, green buildings, low carbon transportation, water, waste management, sustainable land-use, adaptation structure, biodiversity protection, and others such as social themes.
- Environmental or Social benefits: determination of how the underlying project(s) contribute to environmental objectives such as climate change mitigation, biodiversity conservation or natural resource conservation.
- Some projects are systematically excluded, for instance:

-> Exploration, production and exploitation of fossil fuels
-> All nuclear subsidiaries: uranium extraction, concentration, refining, uranium enrichment, manufacturing fuel assembly, construction and exploitation of nuclear reactor, treatment of fuel assembly waste, nuclear decommissioning and radioactive waste management.
-> Large hydropower construction projects: construction of water dams with a capacity exceeding 20MW.

3. Management of proceeds

In order to ensure the proceeds will fund the eligible projects, analysts answer several questions:

- Are the proceeds used to refinance existing projects vs. finance new projects and assets?
- Does the company disclose its management of proceeds?
- Are the proceeds deposited in a segregated account?
- Is there an internal process to track the proceeds?
- Is there any external verification? (external auditors)

4. Impact Report – Ongoing monitoring and reporting

- We look for companies that are able and committed to report on the environmental impacts that the green and social projects achieve, at least on an annual basis.
- We look for specific KPIs on individual project basis or on an aggregated basis in order to measure the impact generated by our investments.

 

In addition, In 2019, AXA IM called for new "transition bonds" to help companies go green. The bonds would be used by companies solely to finance transition projects, with a high level of transparency around the bonds and their use to give investors' confidence about how their capital is being deployed. we are currently working on the Transition Bonds Assessment Framework. In our Transition Bond guidelines, we explicitly expressed that, alongside the issuance-level components, we also want to establish clear expectations on the issuer’s broader environmental strategy and practices. We believe the consideration of issuer-level practices is particularly important to legitimise transition bonds as an environmental investment. Issuers should ensure that their broader sustainability practices, such as policies and programmes, are capable of helping achieve climate transition objectives.

Transition bond issuers should clearly communicate what climate transition means in the context of their current business model and their future strategic direction. Senior management and board directors should make a commitment to align their business with meeting the COP21 Paris Agreement goals. We encourage issuers to explain their board and senior management’s strategic decision-making process and the capital expenditures needed to meet these targets.

The issuer’s transition strategies should be intentional, material to the business and measurable. The Transition Bond must fit into the broader transition strategy. This should be defined by quantified short and long-term environmental objectives. Transition Bonds should be a tool to principally finance a share of the issuer’s spending necessary to achieve targets.

 

07.3. Additional information [OPTIONAL]

Our proprietary green bond analysis framework is publicly available here: https://www.axa-im.com/documents/23818/221263/Green+Bonds+Framework+v2.pdf/6b2b9bc7-b541-1a7c-10f1-e7f253463604

Financing brown to green: guidelines for Transition bonds: https://realassets.axa-im.com/content/-/asset_publisher/x7LvZDsY05WX/content/financing-brown-to-green-guidelines-for-transition-bonds/23818


FI 08. Thematic investing - themed bond processes

08.1. Indicate whether you encourage transparency and disclosure relating to the issuance of themed bonds as per the Green Bonds Principles, Social Bond Principles, or Sustainability Bond Guidelines..

          We analyse the issuer's sustainability strategy and its ESG quality. AXA IM sits at the Executive Committee of the GBSP to promote best practices
        

08.2. Describe the actions you take when issuers do not disburse bond proceeds as described in the offering documents.

Our proprietary Impact Bond framework is composed of 4 pillars to determine whether an Impact Bond is eligible or not to invest in at the issuance, but also through regular reviews after issuance. The monitoring of the “impact” quality of the bonds in the portfolio is ensured by a regular review of the investment universe performed by the RI team. When this review highlights that an issuer does not disburse bonds proceeds as described in the offering documents, notably thanks to the reporting, they will change their recommendation to negative (if the proceeds do not meet our criteria) and communicate to the Fixed Income funds managers. The policy is to sell the security within three months.

08.3. Additional information. [Optional]

Our proprietary Impact Bond framework is composed of 4 pillars to determine whether an Impact Bond is eligible or not to invest in at the issuance, but also through regular reviews after issuance. We believe that our approach to the Impact Bond market is robust because:

- Our qualitative framework is not only assessing the underlying projects and impact reporting but also takes into account the sustainability strategy of the issuer. We analyse the issuer’s sustainability strategy and ESG quality of the issuer and whether the Impact Bond issuance fits within a global strategy towards environment, and therefore we assess the broader environmental track record of the company and its environmental targets.
- We have an internal ESG scoring methodology which enables to assess quantitatively the ESG quality of each issuer
- Our fundamental credit analyst team is integrating ESG into its financial analysis providing qualitative insight on ESG quality of the issuer, its momentum and how it compares with peers. They also assess the materiality of ESG risks to financial stability of the issuer, reinforcing our risk-awareness approach
- The monitoring of the “impact” quality of the bonds in the portfolio is ensured by a regular review of the investment universe performed by the RI team.

When this review highlights that an issuer does not disburse bonds proceeds as described in the offering documents, notably thanks to the reporting, they will change their recommendation to negative (if the proceeds do not meet our criteria) and communicate to the Fixed Income funds managers. The policy is to sell the security within three months.

 

In addition, in 2019, AXA IM called for new "transition bonds" to help companies go green. The bonds would be used by companies solely to finance transition projects, with a high level of transparency around the bonds and their use to give investors' confindence about how their capital is being deployed. we are currently working on the Transition Bonds Assessment Framework. In our Transition Bond guidelines, we explicitly expressed that, alongside the issuance-level components, we also want to establish clear expectations on the issuer’s broader environmental strategy and practices. We believe the consideration of issuer-level practices is particularly important to legitimise transition bonds as an environmental investment. Issuers should ensure that their broader sustainability practices, such as policies and programmes, are capable of helping achieve climate transition objectives.

Transition bond issuers should clearly communicate what climate transition means in the context of their current business model and their future strategic direction. Senior management and board directors should make a commitment to align their business with meeting the COP21 Paris Agreement goals. We encourage issuers to explain their board and senior management’s strategic decision-making process and the capital expenditures needed to meet these targets.

The issuer’s transition strategies should be intentional, material to the business and measurable. The Transition Bond must fit into the broader transition strategy. This should be defined by quantified short and long-term environmental objectives. Transition Bonds should be a tool to principally finance a share of the issuer’s spending necessary to achieve targets.


FI 09. Thematic investing - assessing impact

09.1. Indicate how you assess the environmental or social impact of your thematic investments.

          We complete our internal assessments with data provided by ESG providers and assess the alignment with UN SDGs.
        

09.2. Additional information. [Optional]

We developed an internal mapping solution to present how our green, social and sustainability bonds investments contribute to the United Nations’ Sustainable Development Goals (SDGs). To do so, we performed an in-depth analysis of the 17 SDGs and their related 169 targets. Our ambition, in order to avoid a “tick-the-box” approach, has been to be able to justify any of these contributions in a systematic manner. When we make the link between an impact bond and an SDG, we are able to specify what the related target is and if we consider the projects have either a direct or indirect contribution to a specific SDG. This contribution breakdown is relying on the mapping provided by our RI analysts done at the project level for each Impact Bonds. This enables us to have a complete transparency in terms of SDG contribution and to provide a breakdown which sums at 100%.

 The fund’s contribution to UN SDGs is displayed in our standard impact report. This report also includes impact KPIs, the ESG score of the portfolio, the carbon footprint (CO2 tons per USD million of revenues), the independence of directors of the portfolio investments, the percentage of women on the board etc.

 

 


Top