Are top environmental performers better able to weather future financial storms?

3 September 2013 16:15 – 17:00 (BST)

Using data over a seven year period, academics from the Centre for Responsible Banking and Finance, St. Andrew’s University, find a strong statistical relation between portfolios of companies rated ex-ante highly by EIRIS on environmental criteria and a reduction in worst-case-scenario risk. This is exciting news for pension funds looking to manage assets over the long term and seeking data to minimize extremely negative environmental and financial scenarios. It also demonstrates the direct applicability of ESG data in meeting investors’ financial risk management needs.

Please click here for the recording.

Andreas Hoepner (University of St. Andrews & PRI)   Michael Marshall (EIRIS)