The integration of extra-financial criteria into portfolio construction has an impact on a fund's investment policy and therefore on its performance. Processes, methodologies, ESG criteria, issues taken into account, etc. can vary widely from one management company to another. ValueCo compiles ESG data from funds to provide us with an extremely detailed analysis of our positions. In this way, we can detect the risk factors that best enable us to understand our portfolios and identify the funds that meet our criteria.

Louis ABREU, Head of Mandated and Multimanagement Services

We are working together with ValueCo to use investor data to provide more insight to our green bond clients.  Investor scoring and distribution on a number of sustainability topics can support issuers to  develop and communicate on sustainable ambitions

Joop Hessels, sustainable procurement manager

ValueCo allows us to challenge our existing ESG data providers and determine where they are in line with the market consensus and where they deviate, complementing our existing qualitative and quantitative ESG analyses. Their algorithm has supported us to identify outliers and create focus lists to prioritise ESG due diligence and deep dives. Through this collaboration we’re speeding up our ESG validation, while also targeting specific companies and investment funds that need our attention from an ESG and Impact perspective.

Vincent Triesschijn, Global Head of ESG and Sustainable Investment

We have just published our first research note on the data partnership with ValueCo. Our goal was to describe the ValueCo methodology and test whether investor ESG opinions already matter when it comes to pricing corporate bonds. Our results show that ESG opinions are indeed putting a mark on bond pricing, mainly through issuer’s which fare the worst in terms of ESG opinions. We look forward to incorporate ValueCo data in more publications and work together on research projects.

Shanawaz Bhimji CFA,
Head of the Corporate Bond Research Group, Economics