West Yorkshire Pension Fund to use derivatives ESG risk framework

By 2022-07-12T11:40:00

Framework will be used to build an ESG-aware derivatives overlay as fund gradually builds its portfolio of illiquid, alternative assets

West Yorkshire Pension Fund (WYPF), the £16.3bn (€19.2bn) UK local government pension scheme (LGPS), has asked investment management boutique WieldMore Investment Management and the Wheeler Institute for Business and Development, part of the London Business School (LBS), to design a framework for assessing the ESG risks and impact of derivative instruments.

The framework, originally proposed by London-based WieldMore IM, will be used by WYPF to build an ESG-aware derivatives overlay as the fund gradually builds its portfolio of illiquid, alternative assets.

WPYF, WieldMore IM and the LBS hope the project will produce the first comprehensive framework for scoring derivatives according to ESG principles.

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