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Hotel Bayerischer Hof München
Mittwoch 19. September

 

 

Programm

08:15 Breakfast & networking  
08:55 Introduction & overview  
  Frank Schnattinger, Chefredakteur, IPE Institutional Investment  
09:00 Presented by Candriam  
09:30 Identifying Weak Signals in Managing ESG Risks  
  Fulfilling investors’ fiduciary duty requires a holistic risk assessment of companies that can no longer overlook extra-financial information. If undertaken correctly using a pragmatic ESG approach based on materiality, integrating ESG can lead to additional value.
In this presentation, CPR Asset Management will give an overview of its differentiating methodology that combines standard overall ESG ratings with more granular ESG information: the so-called “weak signals”.
 
  Presented by Tegwen Le Berthe, Equity Product Specialist & Head of ESG Development, CPR Asset Management  
10:00 Coffee & networking  
10:30 Investing for a 2°C World: Reduce Your Footprint, Expand Your Opportunities  
 
  • Understanding the connection between investment portfolios and climate change
  • How to measure the carbon footprint of an investment portfolio
  • New multi-input climate impact methodology: improving the evaluation of the climate impact of portfolios and developing investment solutions fit for a 2°C world
  • The leading role of active management: what are the alternatives to representative indices that are not aligned with the needs of ambitious climate scenarios?
  • Examining research, methodology and concrete investment strategies to improve contribution to the energy transition and reduce environmental and climate impact while expanding opportunities
 
  Presented by Manuel Coeslier, Equity Portfolio Manager, Mirova  
11:00 Foundations of ESG Investing  
  The latest MSCI study Foundations of ESG Investing examines how ESG is correlated to the valuation and performance of companies, both through their systematic profile – lower cost of capital and higher valuations – and their idiosyncratic risk profile – higher profitability and lower exposure to tail risk.
Investors may still question whether ESG ratings can provide additional differentiation and insights within a universe of high quality stocks. MCSI’s study found that companies with strong MSCI ESG Ratings exhibited higher returns and valuation even among the strongest performing companies. Most of this outperformance was driven by management of social, environmental risks and opportunities, as there was relatively little variation in governance scores.
In relation to emerging markets, companies tend to have lower ESG ratings than global peers. But by actively tilting to higher ESG rated companies, it added value, with companies in the MSCI ESG EM index demonstrating lower risk and higher returns since inception.
Excluding companies with poor ESG ratings from the index helped to avoid significant downside events, but contribution to performance also came from overweighting better ESG quality companies.
This presentation considers these and other discussion points about the foundations of ESG investing.
 
  Presented by Panos Seretis, Head of ESG Research, EMEA, MSCI  
11:30 Discussion panel / roundtable  
12:00 Close  
     
     

München,
Mittwoch 19. September
Hotel Bayerischer Hof
Promenadeplatz 2-6, 80333 München


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