Securitised debt

ESG incorporation in securitised debt is in its infancy compared to other fixed income sub-asset classes, although the discussion is quickly evolving from why to how.

This page contains the first resources that PRI has been working on, as investors grapple with two problems:

  1. Building a rigorous framework for assessing ESG factors in mainstream securitised products and enhancing credit risk assessment beyond traditional fundamental analysis;
  2. Promoting standards within the nascent ESG securitisation market – as attested by the rising number of ESG-labelled securitised products – to ensure its veracity

The PRI would like to thank the advisory committee for its support. Contact us if you have questions.


Laying the foundations for ESG incorporation in securitised products

By Carmen Nuzzo, Head of Fixed Income, PRI and Jonathan Jones, Analyst, Investment Practices, Fixed Income, PRI

Find out more