Bloomberg MSCI ESG Fixed Income Indexes Intro

 

What is Bloomberg MSCI ESG Fixed Income Indexes?

Bloomberg, a global leader in fixed income indexing, and MSCI, the world’s largest provider of ESG (environmental, social, and governance) equity indexes and research, have collaborated on the development of the market’s first fixed income index family to incorporate measures of ESG risk and exposures.

Bloomberg MSCI ESG FI Index Guide


Five ESG Investment Themes

Five ESG & Climate Investment Themes

The index family was designed to meet the needs of a diverse community of ESG investors, pursuing a wide variety of objectives ranging from values alignment to full ESG integration. Our core ESG fixed income family includes three broad ESG methodologies: Socially Responsible (SRI), Sustainable, and ESG-weighted. Additionally, we offer a family of Green Bond indices and new Climate Benchmarks for climate-focused and impact investors.


Nested Applications

Bloomberg MSCI Socially Responsible (SRI) Indices

 

Bloomberg MSCI Socially Responsible (SRI) Indexes

Socially Responsible (SRI) Indexes are designed to negatively screen out issuers from existing Bloomberg Barclays fixed income indexes that may be involved in business lines or activities that are in conflict with investment policies, values or social norms. These indexes use MSCI Business Involvement Screening Research (BISR) and MSCI ESG Controversies to identify exposure to screened issues.

 

Bloomberg MSCI Sustainability Indices

 

Bloomberg MSCI Sustainability Indexes

Sustainability Indexes are designed to positively screen issuers from existing Bloomberg Barclays fixed income indexes based on MSCI ESG Ratings, which are an assessment of how well an issuer manages ESG risks relative to its industry peer group. ESG Ratings are available for corporate, sovereign, and government-related issuers. The minimum threshold applied to Bloomberg Barclays fixed income indexes is an ESG rating of BBB or better.

 


Nested Applications

Bloomberg MSCI ESG-Weighted Indices

 

Bloomberg MSCI ESG-Weighted Indexes

ESG-Weighted Indexes are designed to use MSCI ESG Ratings and MSCI ESG Ratings momentum to overweight/underweight issuers within an existing Bloomberg Barclays fixed income index. These indexes include the full universe of index eligible securities and then apply tilts to the natural market value weights in favor of higher ESG rated/positive momentum issuers and against lower ESG rated/negative momentum issuers.

 

Bloomberg MSCI Green Bond Indices

 

Bloomberg MSCI Green Bond Indexes

Green Bond Indexes offer investors an objective and robust measure of the global market for fixed income securities issued to fund projects with direct environmental benefits. MSCI ESG Research’s independent research-driven methodology is used to evaluate index-eligible green bonds to ensure they adhere to established Green Bond Principles and to classify bonds by their environmental use of proceeds.

 


Nested Applications

Bloomberg MSCI Fixed Income Climate Indexes

 

Bloomberg MSCI Fixed Income Climate Indexes

Bloomberg and MSCI have collaborated to offer joint Climate Benchmarks, including the Bloomberg MSCI Global Corporate, the Bloomberg MSCI Euro Corporate and the Bloomberg MSCI US Corporate Paris-Aligned Indexes. These indexes are designed to meet and exceed the minimum standards of the EU Paris-Aligned Benchmark (PAB) label. They combine Bloomberg’s extensive global fixed income index family with MSCI’s ESG and carbon emissions data to monitor corporate issuers of benchmark securities.

 

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Best Green Bond Index

Best Green Bond Index

Winner of the 'Best Green Bond Index’ 2017, 2018, 2019, 2020 and 2021: The Bloomberg MSCI Green Bond Index voted ‘Best Index’ for the fifth consecutive year - Environmental Finance Green Bond Awards

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