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

25/04/2024

Q1 2024 review of RDCP bond issuances and bank syndication fees

ECB 2023 climate review of corporate bond portfolios

22/01/2024

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

22/12/2023

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

28/06/2023

We consider how emissions are allocated to green bonds.

Decarbonising iShares' JPM EMB ETF

11/05/2023

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

14/04/2023

This note analyses the relative performance of several FIONA portfolios.

Kunming-Montreal agreements: a bond perspective

05/04/2023

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

09/02/2023

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

Decarbonising iShares' LQD ETF

15/12/2022

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?

20/09/2022

We look into how the ECB can decarbonise its portfolio.

Market update: Recent performance on high carbon emitters in CSPP

27/06/2022

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

SFDR subsidiary ESG disclosures: ESMA clarifications

03/06/2022

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