Search this website. You can use fund codes to locate specific funds

Pricing ESG risk in credit markets: reinforcing our conviction

To analyse credit risks with greater precision, we developed a pricing model last year to capture the influence of environmental, social and governance (ESG) factors on credit spreads. It showed a convincing relationship between ESG risk and credit spreads, manifesting as an ESG-risk curve. 

After expanding this research, we found this relationship between ESG risk and credit spreads to be reinforced.

Related Articles

Global Equity ESG marks six-year anniversary
Macro Watch
The Circular: keeping you in the sustainability loop

Sales Contacts

Jakob Nilsson, Head of Business Development, Asia
Lin Chew, Director - Business Development, Asia