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:

Building a rigorous framework for assessing ESG factors in mainstream securitised products and enhancing credit risk assessment beyond traditional fundamental analysis;
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.

Responsible investment in securitised debt: A technical guide

2025-06-10T16:20:00+01:00

Securitised products are backed by different types of debt (mortgages and consumer or corporate loans), making it more difficult to integrate responsible investment practices. This guide looks at three areas where investors can focus their efforts: investment analysis, thematic-focused strategies and engagement and collaboration.

ESG incorporation in securitised products: The challenges ahead

2021-05-05T08:57:00+01:00

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.