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Federated Hermes

2021 Top 500 ranking: 40

Pricing ESG risk in credit markets

Pricing ESG risk in credit markets

To analyse credit risks with greater precision, we developed a pricing model in 2017 to capture the influence of environmental, social and governance (ESG) factors on credit spreads. It showed a convincing relationship between ESG risk and credit spreads, manifesting as an ESG-risk curve.

Federated Hermes

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