ABS analysis

Through the ESG lens
Pricing ESG risk in sovereign credit

We believe the findings of this paper will give investors a better understanding of the full range of risks that sovereign bonds involve. It has three main objectives: To establish whether there is a relationship between ESG factors and sovereign CDS spreads; If so, to determine which of the three ESG factors have the strongest […]
We can all get along

(part II)
Pricing ESG risk in credit markets

Reinforcing our conviction
The Why Question

We also recognise that the decisions financial practitioners make on how to invest beneficiaries’ money entrusted to them shapes the society they will live in. Further, we argue that the differentiation between ‘shareholders’ and ‘stakeholders’ which is often produced to justify the status quo is inherently false. Today, the majority of shares are owned (through […]

