Service Module

ESG Analytics

 

We enrich your investments with ESG data from established vendors and apply this information to all listed and non-listed instruments. Where required, we ensure the connection with further sources of ESG data.

 

On this basis, we calculate all regulatory required ESG scores and metrics at investment and portfolio level, and show the key sustainability risks in your portfolios. We support you in determining ESG country ratings and calculate the PAI indicators required for your portfolio, including a quality-assured carbon footprint. We determine the proportion of EU taxonomy-aligned investments in your portfolio.

 

All key figures can be shown per investment, per portfolio and for any sub-aggregates such as issuers, groups of companies, portfolio segments etc. For example, they facilitate the review and approval process of mixed portfolios by specialized portfolio management teams.

  • ESG data enrichment (ratings, scores, controversies & business involvement, other data) from external sources such as MSCI, Arabesque, Refinitiv. (Enrichment of market data as well as index data are subject to licensing agreements)

  • Inheritance of ESG data provided by external vendors at issuer level to all listed and unlisted instruments (including underlying positions) of the same issuer or ultimate parent

  • Calculation of ESG-relevant exposures for the investments and optionally for underlying positions

  • Calculation of all regulatory required ESG scores and metrics on investment and portfolio level

  • Presentation of material sustainability risks in the portfolio

  • Calculation of all PAI indicators (Principal Adverse Impact Indicator) required for the respective portfolio (incl. a quality-assured carbon footprint)

  • Optional support in determining ESG country ratings and calculating PAI indicators required for countries.

  • Calculation of the proportion of EU taxonomy-aligned assets in the portfolio

  • Ability to create aggregates for any sub-portfolios such as issuers, asset classes, countries, regions, carve outs, segments, share classes, etc.

  • Ability to aggregate across different portfolios to represent entity level reporting

Glossary

EET

European ESG Template

LTECV

PAI

Principal Adverse Impact Indicator

PRI

Principles for Responsible Investment

RTS

Regulatory Technical Standards

SFDR

Sustainable Finance Disclosure Regulation under Regulation (EU) 2019/2088 of the European Parliament and of the Council of 27 November 2019 on sustainability-related disclosure requirements in the financial services sector.