Carbon-Footprint Attribution for Total Portfolio
Research Paper
February 19, 2025
Preview
Understanding what drives a portfolio's carbon footprint over time is essential for investors managing climate risks and aligning with sustainability goals. Carbon-footprint attribution helps disentangle the effects of real-world decarbonization, investment decisions and financial changes, providing clarity on emission trends.
In this paper, we propose a unified framework for carbon-footprint attribution tailored for all asset classes covered by the MSCI Total Portfolio Footprinting product. Leveraging MSCI's robust data and multi-asset-class modeling, this approach delivers actionable insights, helping investors set informed targets, conduct scenario analyses and strategically manage their portfolio's climate impact while complying with evolving regulatory standards.
The drivers of financed emissions — a multi-asset class portfolio example
Read the full paper
Read the full paper
Provide your information for instant access to our research papers.
A Framework for Attributing Changes in Portfolio Carbon Footprint
We present a framework that allows investors to understand to what extent changes in a portfolio's carbon footprint are due to companies' real-world decarbonization efforts, a portfolio manager's investment decisions or changes in companies' financing.
Carbon Footprinting Demystified
Assessing the carbon footprint of a portfolio is the first step in addressing the investment implications of climate change. But in a complex and fast evolving landscape, which are the best metrics and underlying inputs to use?
Total Portfolio Footprinting
Measure and report financed emissions of your entire portfolio across asset classes with a solution designed to help you get a clear view of financed emissions across of investments in both public and private markets.
The content of this page is for informational purposes only and is intended for institutional professionals with the analytical resources and tools necessary to interpret any performance information. Nothing herein is intended to recommend any product, tool or service. For all references to laws, rules or regulations, please note that the information is provided “as is” and does not constitute legal advice or any binding interpretation. Any approach to comply with regulatory or policy initiatives should be discussed with your own legal counsel and/or the relevant competent authority, as needed.