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There is no denying the impact of climate change — and associated regulatory realities — on the business of investment management. For portfolio managers, it is essential to understand how to successfully adapt and prepare for what some call the “mother of all correlated risks”. Here we expose — in three parts — what portfolio managers need to know when switching to a fully Paris Aligned Benchmark (PAB) portfolio from a current market-cap weighted (CWB) portfolio.
There is no denying the impact of climate change — and associated regulatory realities — on the business of investment management.
Ahead of the Qontigo Summit, Olivier d'Assier analyzes the cost of adapting a portfolio to meet global warming targets using a STOXX Paris-Aligned Benchmark index. The results show that an early but gradual transition can dramatically reduce the market impact and transaction costs.
The ETFs allow investors to consider the risks and opportunities presented by rising biodiversity-related liabilities. The core strategies are based on a multi-step framework designed by ISS ESG and STOXX, which not only applies screens to exclude companies that negatively impact biodiversity but also provides increased exposure to those more aligned with the preservation of the world’s natural capital.
At an IPE webinar last month, experts from WTW and Qontigo explained how the STOXX Willis Towers Watson Climate Transition Indices (CTIs) can help investors manage climate transition risk on a forward-looking basis. The audience also heard how this can be achieved without increasing a portfolio’s overall risk.
While ETF strategies focusing on the environment and general ESG have captured 39 billion euros this year, little to no money has gone to funds targeting principally social and governance issues, according to data from Qontigo’s Market Intelligence Team.
“Counting molecules of carbon is the essential first step to tackling climate change, but it’s only the start,” says the director at WTW’s Climate and Resilience Hub. He explains why investors should focus on a company’s current climate-transition risk by understanding what the impact will be on its future cash flows.
At the recent Qontigo Investment Intelligence Summit, WTW’s climate experts discussed how investors can better grasp a company’s climate-transition risk by looking forward to the future impact on its cash flows, rather than backwards at its carbon footprint.
A new Qontigo whitepaper analyzes the risk characteristics and factor exposures of the STOXX Willis Towers Watson Climate Transition Indices (CTIs). The study helps investors understand the implications of a portfolio that is aligned with the goals of the Paris Agreement and that manages the risks and opportunities from moving to a low-carbon economy.
The STOXX WTW Climate Transition Indices are a new approach to managing climate risk that offer investors a systematic and transparent way to incorporate climate transition risk into their investment decisions.
The STOXX Willis Towers Watson Climate Transition indices were developed in close collaboration with Willis Towers Watson (WTW) incorporating their proprietary Climate Transition Value at Risk (CTVaR) data.
