Exclusion approach: Information Asset Managers should provide
To allow investors to assess the quality and format of exclusion criteria, asset managers should publish the following information: 1. Name of the sustainable investment approach. 2. List of all business areas/products/incidents leading to exclusion. 3. The revenue threshold at which a specific business activity can trigger exclusion. 4. Criteria dictating when negative business practices lead to exclusion. 5. Description of the benchmark used: how is exclusion reflected in the index. 6. Percentage of a benchmark not considered investible from the outset based on the defined screening criteria.