Exclusion approach: Information Asset Managers should provide
- Publication Date: December 3, 2021
- Language: English
- Geographic Area: Europe, Switzerland
- Issuing Entity: Asset Management Association Switzerland
- Application Scope: Asset Managers
- Theme: Reporting and Communication
- Text Nature: Guidelines
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.
