RobecoSAM: Country Sustainability Rankings
Published in
1 min readDec 1, 2017
- The pursuit of SDG targets impacts an individual country’s ESG variables, its overall sustainability profile, and its macroeconomic performance, all of which link to its long-term creditworthiness. (p. 15)
- Traditional sovereign risk ratings do not sufficiently consider or incorporate ESG risk features. ESG aspects provide a useful complement to the more classical country risk analysis and thus provide investment managers a more comprehensive view on sovereign creditworthiness. (p.15)
- A comparison of RobecoSAM’s country ESG scores and sovereign credit ratings displays a positive correlation (correlation coefficient r= 0.80). In general, countries with a better sustainability performance also benefit from stronger sovereign risk assessments. (Figure 12, p. 15)
