Global Index Research: Government Bond Index

Research evidence excerpt

Global Index Research: Government Bond Index

ect to the substitution of third party ESG

data. The integrity of the ESG data sourced from third parties is limited by the ability of those providers to source accurate data on the ESG performance of certain corporate

structures, such as parent versus subsidiary, including SPVs, holding company versus operating company and the activities of any affiliated entities and derived structures. Further,

ESG data pertaining to sovereign issuers is limited to the sourcing of ESG performance data at the level of the relevant country. The current data integrity landscape means it is not

possible to screen all issuers for exclusion (e.g. issuers other than corporate and quasi-sovereign issuers). Issuers in respect of whom ESG data is limited may still be included in

the index.

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