Country Risk Research & Ratings

Complement traditional sovereign bond analyses with our country research to better understand reputational risks, long-term economic prospects and creditworthiness

KEY BENEFITS

Improve financial and reputational risk management in your sovereign bond portfolio

Benchmark ESG performance with historical data going back to 2010

Better understand a country’s outlook based on ESG data and our analysis of country news

Exclude sanctioned countries and poor ESG performers from your investment universe

Read comprehensive summary reports for 172 countries

Develop a comprehensive ESG fixed income strategy and country exposure policy

COVERAGE

172

Global coverage of all major markets

Product Description

The country ESG score is based on 36 third-party indicators that attempt to quantify intangible factors, which influence a country’s long-term economic prospects. Some indicators include corruption, societal stability and environmental stewardship.

We provide each country with a rating of A to E for comparison purposes and investors have the freedom to adjust the weight of indicators in line with their strategy. Our team of dedicated experts are available to support investors in choosing the values that best meet their needs.

Different Investment Strategies

ESG Integration

Direct Integration

Explicitly consider ESG factors in sovereign bond analyses alongside financial and economic metrics

ESG Tilt/Overlay

Overweight high ESG-performing constituents in a sovereign bond portfolio

ESG Momentum

Overweight constituents that have improved ESG ratings over a specified time period

Early Warning System

Identify ESG-related risks that may be overlooked by traditional sovereign bond analyses

Screening

Best-in-Class

Select countries with top ESG ratings only

Worst-in-Class

Exclude countries with the lowest ESG ratings

Norms-based Investing

Exclude countries that breach norms or international conventions

RELATED SOLUTIONS

Create a more comprehensive fixed income solution with our ESG Research & Ratings

Country Exposure & Compliance Services

Identify companies that contravene sanctions or are complicit in human rights violations

Learn more about our comprehensive Sanctions Research, which forms part of this solution

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