All Credit risk and ratings articles

  • IN_Podcast_CRA Ep 09_built-in
    Podcast

    ESG in credit risk and ratings: episode 9

    2022-05-23T12:17:00Z

    In the ninth podcast of a series on the ESG in Credit Risk and Ratings Initiative, Sixtine Dubost (PRI) speaks with Lisa Abraham (Brown Advisory) and Florian Grandcolas (EthiFinance) about TCFD’s recommended disclosures and their incorporation in credit risk analysis.

  • IN_Podcast_CRA Ep 08_built-in
    Podcast

    ESG in credit risk and ratings: episode 8

    2022-03-30T10:57:00Z

    In the eighth podcast of a series on the ESG in Credit Risk and Ratings Initiative, Carmen Nuzzo (PRI) speaks with Barbara Mattos (Moody’s Investors Service) and Jod Hsu (NN Investment Partners) about deforestation and how it can affect credit risk analysis.

  • CRA - TCFD-01
    Thought leadership

    Are the TCFD recommendations useful for credit risk analysis?

    2022-02-28T08:00:00Z

    Read about how investors and credit rating agencies use the information provided by companies following the recommendations of the Taskforce on Climate-related Financial Disclosures in their credit risk analysis.

  • Sessions-images_ESG in credit risk
    Webinar

    ESG in credit risk and ratings: Modelling uncertainty in credit risk

    2022-02-17T08:40:00Z

    This webinar, organised as part of the ESG in Credit Risk and Ratings Initiative, explores the differences between forecasts and scenario analysis, in particular, how to consider different time horizons in credit risk assessments.

  • ESG in credit risk and ratings - broadening the outreach to investment consultants
    Webinar

    ESG in credit risk and ratings: broadening the outreach to investment consultants

    2021-11-29T17:41:00Z

    Investment consultants are critical stakeholders in the investment chain, as they can play a key role in supporting asset owners to develop responsible investment practices. This webinar explores the extent to which ESG incorporation in fixed income approaches are developing and how gaps are being addressed, based on the findings ...

  • six Principles
    PRI Web Page

    Call for applications to join the Advisory Committee on Credit Risk and Ratings

    2021-11-18T16:49:00Z

    The PRI is inviting its signatories to contribute directly to the strategy and execution of the ESG in Credit Risk and Ratings Initiative, as part of its fixed income programme. The PRI’s Investment Practices team takes an asset class-specific approach to support signatories’ implementation of the six Principles. Each programme ...

  • PRI Awards 2021
    Case study

    Coalition for Climate Resilient Investment

    2021-11-02T13:36:00Z

    Case study by Willis Towers Watson

  • ESG_credit_risk_ratings
    Webinar

    ESG in credit risk and ratings: from performance to prospect assessment

    2021-10-19T10:01:00Z

    This session will bring together credit analysts and corporate representatives to discuss how to balance static versus strategic ESG disclosure. It will also explore how to promote a more forward-looking approach to credit risk analysis through bondholder engagement and better issuer communication.

  • Broadening-outreach-Investment consultants-block-01
    Thought leadership

    Broadening the outreach to investment consultants

    2021-10-13T10:11:00Z

    Investment consultants are critical stakeholders in the investment chain, advising institutional asset owners on a range of issues, including the selection, appointment and monitoring of external managers. They can play a key role in supporting asset owners to develop responsible investment practices, and to assess their investment managers’ ESG incorporation ...

  • Do ESG Information Providers Meet the Needs of Fixed Income Investors
    Webinar

    Do ESG information providers meet the needs of fixed income investors?

    2021-10-05T17:32:00Z

    This webinar presents the main conclusions of discussions between credit analysts and ESG information providers of different specialism and scope, on how useful their data and service offerings are for fixed income investors, how the current products are evolving and where gaps remain.

  • Accelerating ESG Incorporation by Banks and Investors
    Webinar

    Accelerating ESG Incorporation by Banks and Investors

    2021-09-08T13:06:00Z

    This webinar, co-hosted by the PRI and the UNEP FI, will bring together leading actors in banking and investment industries to explore the extent to which ESG factors are considered when originating and assessing loans, which back CLOs and other structured products.

  • IN_Podcast_CRA Ep 07_built-in
    Podcast

    ESG in credit risk and ratings: episode 7

    2021-09-06T12:42:00Z

    In the seventh podcast of a series on the ESG in Credit Risk and Ratings Initiative, Sixtine Dubost (PRI) speaks with Madeleine King (Legal & General Investment Management) and Elisabeth Rudman (DBRS Morningstar) about governance factors, how they affect the probability of default of an issuer or of a bond ...

  • Do_ESG _information
    Article

    Do ESG information providers meet the needs of fixed income investors?

    2021-07-23T08:25:00Z

    Read the conclusions of our discussion with 20 ESG information providers on how useful their data and product offerings are for fixed income investors and where they need to improve.

  • Podcast_ESG_in_CRA_EP6
    Podcast

    ESG in credit risk and ratings: episode 6

    2021-06-21T07:55:00Z

    In the sixth podcast of a series on the ESG in Credit Risk and Ratings Initiative, Sixtine Dubost (PRI) focusses with Barbara Cohen (Scope Ratings) and Shawn Keegan (Alliance Bernstein) on social factors, how they affect the probability of default of an issuer or of a bond issue and why ...

  • Social Factors as a Credit Risk - The Example of the Pharmaceutical Industry
    Webinar

    Social factors as a credit risk: the example of the pharmaceutical industry

    2021-06-09T17:00:00Z

    This webinar explores how social factors can affect credit risk analysis, using the pharmaceutical industry as an example, given its high exposure to social risks related to customer relations, responsible production, equal access to products and services, demographic and societal trends.

  • Securitised products_hero
    Discussion paper

    ESG incorporation in securitised products: The challenges ahead

    2021-05-05T08:57:00Z

    ESG incorporation in securitised products lags other fixed income sub-asset classes and is in its infancy – largely due to the complex nature of the market. However, investor interest is growing.

  • IN_Podcast_CRA Ep 05_built-in
    Podcast

    ESG in credit risk and ratings: episode 5

    2021-03-01T14:30:00Z

    In the fifth podcast of a series on the ESG in Credit Risk and Ratings Initiative, PRI’s Sixtine Dubost speaks with Judy Wesalo Temel from Fiera Capital and Patrick Welch from KBRA about environmental factors and how they affect the probability of default of an issuer or a bond issue ...

  • deforestation_as_a_credit_risk
    Webinar

    Deforestation as a credit risk

    2021-02-05T09:24:00Z

    This webinar looks at deforestation from a credit risk perspective, by exploring how it may affect the probability of default of a debt issuer or of an issue, with various participants of the investment chain.

  • Keeping up with credit rating agency process
    Blog post

    Keeping up with credit rating agency progress

    2021-01-20T12:09:00Z

    By Carmen Nuzzo, Head of Fixed Income, PRI and Sixtine Dubost, Analyst, Investment Practices

  • governance_assessment_webinar
    Webinar

    Governance assessment: a similar approach for equities vs. debt investors?

    2021-01-15T08:43:00Z

    Governance evaluation is prominent in ESG analysis and security pricing. During this webinar, we will explore whether and to what extent governance factors are assessed differently by equity and fixed income investors, including relevant metrics.