Index ESG disclosure intro

 

ESG disclosures for Indexes pursuant to the EU and UK benchmark regulations


The UK and EU Benchmark Regulations require benchmark administrators to make ESG-related disclosures for UK or EU regulated ESG indexes. Disclosures include specified index ESG metrics, ESG factors used in the index methodologies, as well as specific information for Climate Transition Benchmarks (CTBs) and Paris-aligned Benchmarks (PABs).

MSCI publishes index ESG metrics and methodology disclosures for UK or EU regulated MSCI indexes, including MSCI ESG indexes and non-ESG indexes.

Along with the index ESG metrics, specific ESG-related disclosures for MSCI CTB and PAB indexes are also published, including a report providing base date information related to these indexes’ decarbonization trajectories, which is available here.

ESG Metrics Disclosure

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Please note that for MSCI blended indexes, MSCI will provide the available ESG metrics for each relevant component index separately. Please refer to the index profile pages of each corresponding relevant component index accordingly.

Type of Benchmark:

  • Indexes belonging to the MSCI equity benchmark family include “Equity” assets as per the definition of Commission Delegated Regulation (EU) 2020/1816 of 17 July 2020.
  • Indexes belonging to the MSCI fixed income benchmark family include “Fixed Income” and/or “Sovereign Debt” assets as per the definition of Commission Delegated Regulation (EU) 2020/1816 of 17 July 2020. The disclosures shown on this page refer only to the “Fixed Income” assets as per the definition of Delegated Regulation (EU) 2020/1816 of 17 July 2020, i.e. listed debt securities, other than those issued by a sovereign issuer.

The ESG metrics and the methodology disclosures are based on the methodology disclosures are based on the Commission Delegated Regulation (EU) 2020/1816, as it forms part of UK domestic law by virtue of the European Union (Withdrawal) Act 2018.

ITR may utilize historical data, which may include hypothetical, backtested or simulated performance results within specified parameters described in the ITR methodology. The analysis and observations in the ITR model are limited solely to the period of the relevant historical data, backtest or simulation and parameters. ITR model results are no indication or guarantee of future performance. None of the information or analysis herein is intended to constitute investment advice or a recommendation to make (or refrain from making) any kind of investment decision or asset allocation and should not be relied on as such. ITR is not designed to measure compliance with any laws, rules or regulations. The alignment of indexes with regulations such as “REGULATION (EU) 2019/2089 OF THE EUROPEAN PARLIAMENT AND OF THE COUNCIL of 27 November 2019 amending Regulation (EU) 2016/1011 as regards EU Climate Transition Benchmarks, EU Paris-aligned Benchmarks and sustainability-related disclosures for benchmarks” may not be reflected in their ITR.

Implied Temperature Rise, Climate Value-at-Risk, Climate Data and Metrics, MSCI ESG Ratings, research and data are produced by MSCI ESG Research LLC, a subsidiary of MSCI Inc. MSCI ESG and Climate Indexes are products of MSCI Inc. that utilize information from MSCI ESG Research LLC. MSCI Indexes are administered by MSCI Limited (including acting as benchmark administrator for relevant MSCI ESG Indexes under applicable EU and UK Benchmark Regulations).

 

Additional notes

The information provided as per the Commission Delegated Regulation (EU) 2020/1816, as it forms part of UK domestic law by virtue of the European Union (Withdrawal) Act 2018. Please refer to the benchmark statements for MSCI’s benchmark families (click on “EU/UK Benchmark Regulations” below).

Disclaimer

Please note that this tool is solely for informational purposes and any use is subject to the following: MSCI Terms of Use and Disclaimer.


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