RISK ASSESSMENT ESG INVESTMENTS
The working group explores possibilities for quantifying risks arising from the context of ESG for financial instruments.
In April 2021, CFA Society Germany has founded the new working group “Risk Assessment ESG Investments” during a constituent meeting. There is no market standard yet, but this will certainly come in the next years. The working group therefore explores possibilities for quantifying risks arising from the context of sustainable corporate management and dealing with social and environmental risks (ESG) for financial instruments.
The main focus is on equities and bonds. The aim of the research is to better understand influencing factors and their effect on the performance and idiosyncratic risk of equities or corporate bonds and, if possible, to find ways to quantify over or undervaluations and to make sustainability measurable as an influencing factor on risk and performance.
What is the composition of the Working Group?
The group involves professionals from several institutions in the financial industry.
- Andreas Rätzel, CFA
- Alex Bogun
- Johannes Kneip
