Sustainability risks
Mandatory risk disclosure
SFDR requires asset managers to disclose sustainability information to investors pre-contractually.
One of these disclosures is an estimate of relevant sustainability risks – or a sustainability rating – to inform investors about sustainability risks.
Here, we align with the methodology that sponsor Robeco has drawn up for this purpose. The methodology provides a classification for sustainability risk and for climate risk.
The sustainability risks are rated from very low to medium for the Robeco investment funds. The LDI investment fund scores lowest here with very low. The estimation of transition risks is also between very low and medium.
The Sustainable Global Stars Equities mutual fund scores the lowest here with very low. Looking at physical risks, the two most important weather scenarios are “extreme heat” (developed equity funds) and “coastal flooding” (all other mutual funds).