HomeRI ResourceFederated Hermes Inc.Pricing ESG risk in credit markets: through volatility, our conviction affirmed
Research and White Paper

To analyse credit risks with greater precision, we developed a pricing model in 2017 to capture the influence of environmental, social and governance (ESG) factors on credit spreads. It showed a convincing relationship between ESG risk and credit spreads, manifesting as an ESG-risk curve.

CATEGORIES: Asset Classes: Debt / Credit / Fixed Income Investment Style: ESG Investment Style: Sustainable Investment Style: Responsible