GAM FCM CAT Bond Inc.
Climate Impact & Sustainability Data (2022-12-31)
Reporting Period: 2022-12-31
Environmental Metrics
ESG Focus Areas
- Environmental
- Social
- Governance
Environmental Achievements
- 90.13% of ILS investments had POSITIVE ESG ratings; 9.87% had NEUTRAL ESG ratings. No investments were made in ILS with negative ESG ratings.
Social Achievements
- No investments were sponsored by entities involved in controversial weapons, tobacco manufacturing, oil sands extraction, or thermal coal mining.
Governance Achievements
- No investments were sponsored by entities with serious breaches of UN Global Compact principles.
Climate Goals & Targets
Environmental Challenges
- Data limitations for assessing ESG factors of some sponsors (particularly privately held companies and government-related entities).
Mitigation Strategies
- Used a combination of internal research, independent ESG rating providers (RepRisk and Sustainalytics), and public third-party sources to assess ESG factors and compliance with UN Global Compact principles.
Supply Chain Management
Responsible Procurement
- Sustainability Exclusion Criteria
Climate-Related Risks & Opportunities
Reporting Standards
Frameworks Used: UN Global Compact, EU Taxonomy (partially)