Menu

Downloads

Home

Weighted average carbon intensity

In order to aggregate the carbon intensity of issuers and real estate at portfolio level, Swiss Life works with the weighted average carbon intensity. The weights wi correspond to the portfolio weights based on amortised costs for government and corporate bonds, the portfolio weights based on market values for equities and the portfolio weights based on floor areas for real estate.

Weighted average carbon intensity

=

i wi ·(carbon intensity) i