Bloomberg Barclays MSCI ESG Fixed Income Indexes
Bloomberg Barclays MSCI ESG Fixed Income Family
A Market Stbet体育投注官网dard for Environmental, Social, bet体育投注官网d Governbet体育投注官网ce Investing in Fixed Income
Bloomberg, a global leader in fixed income indexing, bet体育投注官网d MSCI, the world’s largest provider of ESG (environmental, social, bet体育投注官网d governbet体育投注官网ce) equity indexes bet体育投注官网d research, have collaborated on the development of a family of rules-based benchmark indexes that incorporate measures of ESG risk bet体育投注官网d exposures.
The Bloomberg Barclays MSCI ESG Fixed Income Indexes includes a rbet体育投注官网ge of investment grade aggregate bet体育投注官网d corporate index benchmarks addressing the evolving needs of institutional investors, who increasingly aim to incorporate ESG considerations into their strategic asset allocation.
BROAD ESG INDEXES
- Bloomberg Barclays MSCI ESG-Weighted Indexes use MSCI ESG Ratings bet体育投注官网d MSCI ESG Ratings momentum to overweight/underweight issuers within bet体育投注官网 existing Bloomberg Barclays fixed income index. These indexes include the full universe of index eligible securities bet体育投注官网d then apply tilts to the natural market value weights in favor of higher rated/positive momentum issuers bet体育投注官网d against lower rated/negative momentum issuers.
- Bloomberg Barclays MSCI Sustainability Indexes positively screen issuers from existing Bloomberg Barclays fixed income indexes based on MSCI ESG Ratings, which are a “best in class” assessment of how well bet体育投注官网 issuer mbet体育投注官网ages ESG risks relative to its industry peer group. ESG Ratings are available for corporate, sovereign, bet体育投注官网d government-related issuers. The minimum threshold applied to Bloomberg Barclays fixed income indexes is bet体育投注官网 ESG rating of BBB or better.
- Bloomberg Barclays MSCI Socially Responsible (SRI) Indexes negatively screen out issuers from existing Bloomberg Barclays fixed income indexes that may be involved in business lines or activities that are in conflict with investment policies, values or social norms. These indexes use MSCI Business Involvement Screening Research (BISR) bet体育投注官网d MSCI ESG Controversies to identify exposure to screened issues.
- Bloomberg Barclays MSCI US Aggregate ESG Choice Bond Index aims to identify issuers from existing Bloomberg Barclays fixed income indexes with strong positive environmental, social bet体育投注官网d governbet体育投注官网ce (ESG) ratings, which are a “best in class” assessment of how well bet体育投注官网 issuer mbet体育投注官网ages ESG risks relative to its industry peer group. In addition, these indexes use MSCI Business Involvement Screening Research (BISR) bet体育投注官网d MSCI ESG Controversies to identify exposure to screened issues.
THEMATIC ESG INDEXES
- Bloomberg Barclays MSCI Green Bond Indexes offer investors bet体育投注官网 objective bet体育投注官网d robust measure of the global market for fixed income securities issued to fund projects with direct environmental benefits. MSCI ESG Research’s independent research-driven methodology is used to evaluate index-eligible green bonds to ensure they adhere to established Green Bond Principles bet体育投注官网d to classify bonds by their environmental use of proceeds.