
Climate laggards need to make double the carbon cuts – MSCI
Asset managers that wait until 2025 will have to cut emissions by 14% a year to limit warming

When an asset manager starts cutting portfolio emissions can make a huge difference to how much disruption it faces on the path to meeting its net-zero commitments, according to analysis conducted on behalf of Risk.net by MSCI, the index compiler.
Fund groups that put off emission cuts until 2025 will need to reduce the carbon footprints of their portfolios by 14% every year to reach net zero by 2050. Asset managers that began cutting emissions last year, however, need only reduce their
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net
More on Investing
HKMA launches consultation on green taxonomy
Regulator could use proposal to assess progress of banks towards climate goals
Taking stock: putting a price on US bank regulation post-SVB
Tougher requirements could “blow a hole” of 200+bp in regulatory capital ratios – and cripple equity returns
A student of Dr Doom says QE is here to stay
Salomon alumni Michael Howell says central banks can’t stop pumping liquidity
In bank runs and market crashes, it matters how ideas ‘catch’
Contagion episodes show importance of network effects in finance
HFT activity increases periodic auctions costs
Eightfold jump in market impact as more trades head to once-benign execution format
We’ll help banks reach ‘other side’ of deposit squeeze – Ares CEO
Private credit firm talking with banks about liquidity and capital ‘solutions’
Zero-day spikes vanish as bank worries exceed inflation fears
Implied volatility for short-dated options points to shift in sentiment after SVB failure
More data needed on ‘cocktail’ of private market risks – FCA chair
“Patchy” reporting makes spotting hidden leverage and liquidity risk hard, says Alder