To assist its clients in compliance with the SFDR Regulation, ICE offers SFDR PAI Indicator data. Combining company disclosures with controversy and sanctions data, ICE offers a data feed of input values for all the mandatory corporate and sovereign indicators and can provide inputs into all of the additional indicators:
- Sourced from official corporate communications, the detailed corporate entity data offers clients a quality set of input values.
- Principal Adverse Impact data is aggregated in accordance with the latest regulatory guidance, utilizing ICE data across both fund and entity levels.
- Leveraging ICE’s extensive global securities database and established corporate hierarchy information within our Business Entity Service, ICE’s SFDR data feed allows clients to link holdings to the closest disclosing corporate entity via a supporting cross reference file in the file delivery.
- Weekly-updated ESG risk research systematically identifies adverse impacts required for disclosure against certain PAIs from external news sources and non-government organizations.
Specifications
Key Features
Company Sustainability Indicators: To address the corporate entity indicators identified in the Delegated Act, ICE has mapped data points from relevant reported data points to produce PAI indicators covering all mandatory and all 33 additional corporate metrics for the companies in ICE’s universe. Data available for up to 5 previous reporting periods.
ICE can also supply the ‘look through’ data underlying PAI values to give transparency into the actual reported values from investee companies for audit purposes.
Sovereign ESG Indicators : The 10 indicators proposed for sovereign PAI reporting are supported. Carbon Intensity values are available at country level using latest available emissions and GDP values.
Additional PAIs are taken from a range of established sources, then aggregated and normalised, with the goal of maximizing coverage and obtaining the latest possible data.
Data Derivation : The requirements defined under the Delegated Act state a specific presentation of some of the indicators which may require calculation or derivation on top of the original company disclosure. ICE performs these calculations for each company supported by the service.
Estimated Values :Where data is not disclosed by companies, ICE’s inference models calculate estimated values to help customers increase coverage. The model approach uses ICE Entity Sector Data and a company’s fundamental data, such as revenue and workforce breakdown, to create sector averages for some data points.
ICE provides identifying metadata against these estimations to retain full data lineage of disclosure inputs.
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