Yield Book Sustainable Investment Analytics

Providing a single integrated solution for sustainable and responsible investment analytics across the fixed income universe.

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Quantitative ESG analytics
Nearly $100trn coverage
Integrated into fundamentals

Leveraging our proprietary analytics as the first ESG framework provider for securitised assets alongside LSEG Sovereign Sustainability Solutions, Yield Book brings industry-leading ESG and climate data and analytics providers in one integrated solution.

Optimise portfolios to maximise yield while not compromising ESG credentials, conduct portfolio analytics or investment selection, utilise underlying models to calculate and compare climate impact of fixed income portfolios.

A line graph quantifying Optimised Portfolio, Screened Portfolio and Baseline (WBIG, US) on the scale of Yield to Maturity in a year from 1st of June 2021 to the 29th of June 2022

Yield Book combines access to deep, best-in-asset-class datasets with deep analytics so clients can easily integrate climate and ESG risk analysis into investment processes. Clients can access over 500 ESG metrics across fixed income securities covering nearly $100trn notional outstanding, at both single bond and portfolio level with transparency into underlying drivers.

A screenshot of the ESG and Climate portfolios and related insights and metrics — Source: Yield Book. For illustrative purposes only.

Assess the impact of ESG on single securities and portfolios, including tracking error and price. Inspect relative performance of indices and rebased equivalents with negative or positive screens, enabling effective integration of ESG credentials as a fundamental part of analysis.

A line graph showing Portfolio Env Score, Portfolio Yield, Portfolio ESG Score and Benchmark index yield on the scale of Scores between 1st of January 2019 and the 4th of January 2021

Research

The impact of ESG on MBS performance and prepayment

Read more from our Yield Book Responsible Lending behaviour metrics and scores research series

Research

Outsized rates

Read more from our Yield Book Responsible Lending behaviour metrics and scores research series

Research

Loan churn

Read more from our Yield Book Responsible Lending behaviour metrics and scores research series

Research

Early Pay Default Risk (EPDR)

Read more from our Yield Book Responsible Lending behaviour metrics and scores research series

On-demand Webinar

Analyse, assess and action your securitized ESG strategy

On-demand Webinar

Navigating sustainable investment in a rapidly evolving economic landscape

Solutions for the sustainable finance ecosystem

LSEG is helping mobilise the capital needed with our unique ecosystem of sustainable finance solutions and insights.

Sustainable Indexes on FTSE Russell

FTSE Russell offers data and expertise to integrate ESG and investment considerations into a single sustainable investment index solution.

Sustainable finance solutions with LSEG

LSEG provide accurate, decision-ready, auditable, transparent, and comparable sustainability-related data.

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Get help through Yield Book Support

Sales
Telephone: +1 646 989 2200
Email: sales@yieldbook.com

Support
Telephone: +1 888 333 5618
Email: support@yieldbook.com

Help desk
Telephone: +1 888 333 5617
Email: howto@yieldbook.com