MSCI EUROPE Climate Paris Aligned Filtered Index

The MSCI Europe Climate Paris Aligned Filtered Index (“the Index”) is based on the MSCI Europe Index (“Parent Index”), large and mid cap representation across Developed Markets (DM) countries in Europe. The Index is designed to support investors seeking to reduce their exposure to transition and physical climate risks and who wish to pursue opportunities arising from the transition to a lower-carbon economy, while aligning with the Paris Agreement requirements.