ESG Data Guide 2024

Sustainable Fitch - Sustainable Fitch - Impact Metrics for Labelled Bonds

Data category

  • Environmental data
  • Governance data
  • Social data

The data offers solutions for:

  • Reporting: EU Regulations
  • Reporting: Impact

Who are the data users?

  • Financial institutions
  • Investors

Brief description of the data offering

Sustainable Fitch’s Impact Metrics for Labelled Bonds dataset offers all “as reported” impact metrics for each labelled bond disclosed by the issuer, complete with direct source links to the original bond issuance report and a series of derived fields to show the impact achieved per million euros invested. 

We have captured and stored all the impact metrics for labelled bonds issued by corporates and financial institutions in North America and EMEA. 

The metrics are monitored monthly for:

  • New “first-time” impact reports released (usually around 12 months from the issue date).
  • Yearly updates of existing impact reports.

Attributing impact achieved to each instrument (at ISIN level):

  • Impact achieved by an issuer of labelled instruments can be reported by issuers at an instrument level or data  portfolio level.
  • We prorate the portfolio-reported metrics across the various instruments included in the portfolio based on issuance volume.

Classification and standardisation of categories of impact datapoints:

  • We created a classification system across multiple levels (ie Classification 1, 2 and 3).
  • Aim is to classify and group together various disclosed metrics from entities so that they can be easily used for external consumption (i.e. portfolio statistics, data aggregation, research).

Calculation of metric “by million euros invested”

  • After having classified and partially standardised, we can use the “new” impact data to calculate each metric “by million euros invested”.
  • Available for each bond or instrument.

Where and how do you source your data?

We source our data from the original bond issuance allocation and impact reports. 

What is the cost for your data offering?

Dependent on client size, use case and other factors.