SEC Proposal to Mandate Climate Risk Disclosures

I published an article on the ION Markets Blog, please read at SEC Proposal to Mandate Climate Risk Disclosures. There are differing opinions on whether the SEC has the power to prescribe such extensive rules, a point that SEC Chair Gary Gensler addressed in his recent testimony to the US Senate Comittee on Banking, Housing and Urban […]

ESG Basics and Fundamentals in Fixed Income

What role can credit derivatives play in ESG-themed trading strategies? As we continue to explore the ever-expanding world of ESG-linked derivatives, we look at primary market issuance in 2021 and the links with the CDS market. Introduction There are many “beginner guides” to ESG out there. Of the many we’ve trawled through, I suggest checking […]

ESG Futures – S&P 500 and STOXX 600

In my recent article, ESG Investments – A first look at the detail, I noted that two of the major Equity Index Futures contracts, CME S&P 500 and Eurex STOXX 600 have ESG screened variants. In today’s article I look at the volume and open interest of these contracts. CME S&P 500 ESG Starting with […]

Climate Risk Disclosures of major UK Banks

Following on from the first ESG blog on the Clarus website, see ESG Investments, our second ESG blog takes a look at the Climate Risk Disclosures of major UK Banks. Combining many factors into a single score or rating, which can then be optimized is a common approach in Finance. While we do not want […]

ESG Investments – A first look at the detail

We have all seen ESG, as in Environmental, Social and Governance, bandied around as a new(ish) buzz word in Finance, so today I wanted to take our first dive into this topic. Background We can define ESG as a set of non-financial factors that are used as criteria to compare a companies impact on the […]