Deconstructing ESG scores – comparing two portfolio composition methods
  • Thursday, 28 April 2022

Deconstructing ESG scores – comparing two portfolio composition methods

The Bank for International Settlements published a working paper in which they compare the performance differences for two ESG investing strategies. The first strategy is exclusion based, i.e. certain industries and countries are removed from the portfolio (compared to the benchmark). This results in sectorial and regional biases which might be undesirable. The second portfolio […]

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ISSB delivers Global Baseline regarding Sustainability related Disclosures
  • Monday, 25 April 2022

ISSB delivers Global Baseline regarding Sustainability related Disclosures

After a request by the International Organization of Securities Commissions (IOSCO) and G20 leaders, the International Sustainability Standards Board (ISSB) published a draft disclosure requirements document. The objective is to present significant sustainability-related risks and opportunities which an organization is facing such that reporting users (investors) can assess the enterprise value. The disclosed information goes […]

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Last Chance for Phase SIX IM Compliance
  • Friday, 22 April 2022

Last Chance for Phase SIX IM Compliance

The International Swaps and Derivatives Association (ISDA) found that compliance with the most recent initial margin (IM) requirements (dated 1 September 2021) takes longer than expected. They urge institutions in scope to speed up and prepare for the next phase starting on 1 September 2022. An additional 775 entities will be in scope then. However, […]

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