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The EU Sustainable Finance Disclosures Regulation (SFDR) will impose a rigorous set of new sustainability risk disclosure requirements on financial market participants who market financial products serving EU investors.

As many are now aware, institutional investors may need to report on an array of new ESG metrics for their investee companies now that the Final Report on draft Regulatory Technical Standards (RTS) has been published.

In this second webinar of the EU Sustainable Finance in Practice Series, MSCI experts will be discussing different potential approaches to integrate and report on sustainability risks, including:

  • Practical aspects with regards to portfolio aggregation methodologies
  • The integration of MSCI ESG Ratings into a portfolio stress test
  • And the application of MSCI ESG Ratings in a factor model context