The FTSE Climate Risk-Adjusted Government Bond Index Series supports global fixed income investors to quantitatively incorporate climate considerations into government bond portfolios. The index series measures the performance of fixed-rate, local currency, investment-grade sovereign bonds in the FTSE World Government Bond Index (WGBI) or FTSE EMU Government Bond Index (EGBI) incorporating a tilting methodology that adjusts index weights according to each countries’ relative climate risk performance.
The country climate scores are derived by assessing each countries’ relative climate risk across three core climate change pillars (each with multiple sub-indicators):
For this data source, RIMES hosts approximately 1116 bonds and 37 indices. Index coverage includes the FTSE Climate Risk-Adjusted World Government Bond Index (Climate WGBI) – various maturities, ratings and countries.
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