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BlueBay’s 2016 UN PRI Assessment

BlueBay Asset Management (“BlueBay”) became a signatory to the UN-supported Principles for Responsible Investment (“PRI”) in July 2013.

With our focus on fixed income assets, the PRI Reporting Framework modules most applicable to BlueBay relate to corporate wide strategy and governance matters as well as the fixed income specific modules.

2016 PRI reporting framework

There has been a material change in the framework and indicators used in the Fixed Income modules of the PRI Reporting Framework for the 2016 reporting period. The PRI used this opportunity to review their score banding with the aim of raising the bar in terms of thinking on good/best practice. As a result, the PRI has advised that 2016 assessment results should be viewed independently of the results from the previous year as a direct comparison is not necessarily meaningful.

For more information about the PRI, please visit: http://www.unpri.org

BlueBay’s 2016 assessment results

We participated in the latest annual PRI Reporting & Assessment process covering the full year 2015 (read our 2016 Transparency report here) and received our assessment report on how we have performed in terms of Environmental, Social and Governance (ESG) integration within our investment process.

Overall, the assessment from the PRI has acknowledged our continued progress in ESG investment risk management. This has been the result of our specific efforts such as the establishment of sector analyst forums where ESG insights are shared, collaboration and dialogue on ESG with other stakeholders, as well as our ESG website reporting.

In summary, the results of our PRI assessment are as follows:

  • In the Strategy and Governance module we ranked A*, which was above the median score of B.
  • In the three modules relating to specific fixed income sub-asset classes (Fixed Income – SSA; Fixed income –corporate financial; and fixed income – corporate non-financial) we ranked A, which was above the median score of C.

Summary Scorecard

Summary Scorecard


Contact details

For more information about ESG integration at BlueBay, please contact ESG@BlueBay.com