In this episode of the PRI podcast, Jasper Cox, Investment Practices Analyst at the PRI, speaks with Lupin Rahman, Head of Emerging Markets Sovereign Credit at PIMCO, and Jarrad Linzie, Global Head of Fixed Income Index Research at MSCI.

Indices help shape investment decisions, whether investors track them passively or use them as a benchmark for performance. Therefore, the index providers incorporating environmental, social and governance (ESG) factors into a growing number of their products are key actors in the responsible investment ecosystem.

When designing ESG indices for government bonds, there are certain differences compared with corporate indices. This podcast explores these distinctions, as well as the purpose of ESG sovereign debt indices and potential areas for future development.

Find the podcast transcript here: https://bit.ly/3bAXNcG

Interested in the resources discussed in this episode?

Bringing together sovereign debt investors and index providers: https://www.unpri.org/sovereign-debt/bringing-together-sovereign-debt-investors-and-index-providers/9890.article

PRI’s Jasper Cox speaks with Joanna Woods and Susan Burns about how climate change affects sovereign bonds through both physical risk and transition risk, and how investors can measure this.

In this podcast, the PRI’s Carmen Nuzzo speaks with Farah Imrana Hussain who is Senior Financial Officer and works on Financial Products & Client Solutions at the World Bank Treasury.

They discuss how sovereign bondholder engagement with debt management offices (DMOs) is evolving as a result of fixed income investor increasing focus on ESG topics.