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ESG data can augment low-volatility quant strategies: Northern Trust

RACHEL ALEMBAKIS  |  FRIDAY, 10 JAN 2020  |  NEWS
Environmental, social and corporate governance (ESG) data can augment low volatility quantitative strategies and enhance alpha seeking strategies, according to Northern Trust Asset Management. Michael Hunstad, head of quantitative research global equity ...

Directors urged to exercise legal duties over climate risk as context evolves

RACHEL ALEMBAKIS  |  FRIDAY, 13 DEC 2019  |  NEWS
... Attorney General's Office announced the investigation into Exxon, Barker said. "The calculus around interests is completely different now than it was than in 2014," Barker said. "You have only to look at Repsol, which recently announced that based on ...

Integrating ESG essential to infrastructure portfolio: First Sentier Investors

RACHEL ALEMBAKIS  |  FRIDAY, 13 DEC 2019  |  NEWS
... returns over time." Climate risk is part of those considerations, with Mills noting that within the European geography, different risks necessitate different strategies. "It does have to vary region by region and country by country," he said. "If I look ...

S&P Global to acquire ESG ratings business from RobecoSAM

RACHEL ALEMBAKIS  |  FRIDAY, 22 NOV 2019  |  NEWS
S&P Global will acquire the ESG ratings business from RobecoSAM, including the SAM Corporate Sustainability Assessment. The ESG Ratings Business consists of two units - one administering the SAM CSA for the purpose of issuing ESG Ratings and a second ...

Australian Ethical questions calls for limits on environmental activism

RACHEL ALEMBAKIS  |  TUESDAY, 19 NOV 2019  |  NEWS
... of organisations they want to restrict, singling out Market Forces as an example. What Market Forces does is not that different from what we do, what many responsible investors do, in terms of initiating resolutions, supporting resolutions, and focusing ...

Willis Towers Watson launches Australian Global Equity Focus Fund

RACHEL ALEMBAKIS  |  WEDNESDAY, 6 NOV 2019  |  NEWS
... manager must vote all of the proxies." Engagement is a more complex discussion, with Gray acknowledging that managers have different means of accomplishing engagement activities. "Hermes engages with the managers on these issues," Gray said. "The managers ...

Wilderness Society links deforestation to beef production, supply chain risk

RACHEL ALEMBAKIS  |  FRIDAY, 1 NOV 2019  |  NEWS
... risk," said Jessica Panegyres, Wilderness Society national nature campaigner and report co-author. "We researched the different companies, to underhand who are the leaders and who are the laggards in addressing risk in the beef supply chain." Only one ...

Quantitative managers test ESG data as stand-alone factor in strategies

RACHEL ALEMBAKIS  |  FRIDAY, 25 OCT 2019  |  NEWS
... about the overlap of ESG concepts and traditional drivers of risk and return we can set up the analysis in a couple of different ways," she said. "The most obvious is to rank companies by ESG score, rank companies by a quality measure, and look at the ...

Ausbil joins Investor Declaration on Plastic Pollution

RACHEL ALEMBAKIS  |  FRIDAY, 25 OCT 2019  |  NEWS
... help collect and process more plastic packaging than the company sells. "It's all about balance. Plastics matter in different places in the supply chain," said Varcoe. "The supermarkets are reducing plastics throughout, but it's understanding where reductions ...

CBI, WWF call upon central banks, prudential regulators for climate action

RACHEL ALEMBAKIS  |  FRIDAY, 18 OCT 2019  |  NEWS
Central banks and prudential regulators should take "accelerated action" to reduce systemic financial sector vulnerability to climate risks, increase global green capital allocation, and support transition by bank, insurers, and other financial institutions ...