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Economics Data | Sustainable Finance & Investment

Sovereign Sustainability

Sovereign ESG, climate, SDG and sovereign credit risk data supporting investment research, country benchmarking and risk assessment.

Key facts for Sovereign Sustainability

Coverage metric

Geography:
North America, Asia / Pacific, EMEA, Latin America and the Caribbean
History:
From 2000
Coverage count:
Documents/Reports/Records - 100000 Records/datapoints

Delivery metadata

Data Frequency
Quarterly
Language
English, English (United Kingdom), English (United States)
Delivery methods:
Excel, Web Service, Desktop, FTP, Bulk
Minimum service frequency
Quarterly

Overview of Sovereign Sustainability

Four models, distinct sovereign insights

➢ ESG Factor-In: assesses ESG performance relative to economic development.

➢ SDG Factor-In: measures progress against 17 UN SDGs.

➢ 2SRM: assesses ESG factors affecting sovereign credit risk.

➢ Climate KPIs: measures climate risks and transition.

Access data across your workflow

➢ Access interactive data through LSEG Workspace, Datastream and DFO Charting.

➢ Receive bulk data through Datastream Data Loader and Datastream Web Service.

➢ Choose desktop or bulk delivery to integrate sovereign data into your workflow

Turn sovereign data into investment insight

➢ Measure and model sovereign ESG-related risks to support investment decisions.

➢ Benchmark countries, securities and portfolios.

➢ Identify exposures, emerging signals and data gaps.

Description of the dataset

LSEG sovereign sustainability solutions enable Environmental, Social and Governance (ESG) integration into fixed income and multi-asset research, complementing traditional credit analysis and supporting financial sector clients in the transition towards a sustainable economy.

The solutions combine complementary perspectives on sovereign sustainability:

  • ESG Factor-In assesses ESG performance relative to economic development, enabling users to benchmark countries and identify sustainability strengths, risks and opportunities.
  • SDG Factor-In measures country progress against the 17 UN Sustainable Development Goals (SDGs), providing a transparent view of long-term development trends.
  • Sustainable Sovereign Risk Methodology (2SRM) assesses ESG factors affecting sovereign credit risk, providing insight into governance, institutional resilience and other sustainability factors relevant to long-term economic performance and sovereign risk.
  • Climate KPIs provide insights into climate risks and the low-carbon transition, including emissions trends, climate policies and net-zero commitments.

Our sovereign sustainability solutions are built on in-house expertise across climate and ESG, data science and financial risk assessment, covering over 175 countries and 78,000 indicators.

Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

Datastream Data Loader (DDL)

Batch file delivery service of Datastream content using SFTP. Customers define required instruments, fields and file layouts, and retrieve files when updated data is available, on a schedule, or on demand for integration into internal databases and workflows.