Deep dive into SFDR: View calculations at security-level, including equity, fixed income and funds

Product Updates July 1, 2022 Gerard Toledo

Portfolio reporting through Principal Adverse Impacts analysis

Having access to a portfolio report by Principal Adverse Impacts (PAIs) and a company-level PAI analysis are very useful features to comply with the current SFDR reporting requirements. This gives you access to either the performance of the portfolio as a whole (“By PAI” table) or to a single analysis at organization level (“Custom by Org” table), whether that’s a company or a country.

However,  you can now analyze more complex portfolios, made of several security types, through a security-level view. This will allow you to check the performance of a particular security against a specific PAI. 

As an example, let’s take a portfolio composed of three funds, with 50 organizations each. With the “Custom by Org” table, you can see all organizations unfolded, with each individual score at an organization level. From now on,  you are able to see how each security is performing. In other words, how each fund is performing against each PAI.

This is possible through the new feature “Custom by Security” table, available in our SFDR solution, which allows you to individually analyze your equity, fixed income and fund assets. This results in a more informed decision-making process for portfolio construction, through even more transparent and granular data.

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