Portfolio analysis

Portfolio construction analyses, methodologies and general approaches, based on hypothetical and existing portfolios, to help managers achieve sustainability goals. Research includes sectoral and top-down analyses, Exchange Traded Funds, Credit Default Swaps and reviews of market indices.

Deforestation exposure: Q1 2024 bond issuance review and bank syndication fees


Q1 2024 review of RDCP bond issuances and bank syndication fees

ECB 2023 climate review of corporate bond portfolios


We assess whether the ECB has moved to improve the climate impact of its corporate bond portfolio, and the potential impact for investors

RDCP: Deforestation exposure in liquid credit portfolios


In this report we introduce our Representative Deforestation Credit Portfolio, a tool for analysing the extent of deforestation in liquid credit portfolios

Magnifying glass on graph

The Forensic Carbon Accountant: green bond carbon footprint


We consider how emissions are allocated to green bonds.

Decarbonising iShares' JPM EMB ETF


We apply our Fixed Income Optimisation for Net zero Alignment approach to sovereigns.

Financial candles on a screen.

Performance review of FIONA portfolios: Q1 2023


This note analyses the relative performance of several FIONA portfolios.

Kunming-Montreal agreements: a bond perspective


In this report, we discuss how biodiversity exposures in investment portfolios are becoming important across the fixed income space.

Paris-Aligned Benchmark ETFs: a performance and climate alignment review


How the decarbonisation of fixed income portfolios is critical to address global warming.

Decarbonising iShares' LQD ETF


Here, we explore how passive investment dominates fixed income markets, and bond ETFs have grown in popularity.

What if...the ECB had decarbonised its portfolio from the start?


We look into how the ECB can decarbonise its portfolio.

Market update: Recent performance on high carbon emitters in CSPP


Market update: Recent performance on high carbon emitters in CSPP.

SFDR subsidiary ESG disclosures: ESMA clarifications


ESMA clarifications are useful to avoid circumvention of certain end investors’ sustainability criteria.