Unit-linked insurance portfolio
The following quantitative information on climate-related financial risks refers to investment from the unit-linked insurance business of Swiss Life Ltd.
Weighted average carbon intensity of investments in government bonds, corporate bonds and equities from the unit-linked insurance business1, 2 of Swiss Life Ltd as at 31.12.2024 (attributable, as per GHG Protocol Corporate Standard, to Swiss Life’s Scope 3 emissions, category 15 “Investments”)
| Asset class | Unit | 2024 | ||
|---|---|---|---|---|
| Government bonds | t CO₂e/USD million GDP nominal | 256 | ||
| Corporate bonds | t CO₂e/USD million sales | 86 | ||
| Equities | t CO₂e/USD million sales | 64 | ||
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1 For the purposes of the TCFD Report, government bonds only include bonds issued by nation states. Corporate bonds also include covered bonds and bonds issued by government-related entities or supranationals. This deviation from other financial publications is due to the calculation logic underlying the carbon intensity. Corresponding positions from the fund look-through are taken into account where available. Green, social and sustainable bonds are included in the same way as bonds without specific reference to sustainability aspects.
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2 The coverage of the weighted average carbon intensities correspond to over 90% of the amortised costs of investments in government bonds, over 60% of the amortised costs of investments in corporate bonds and over 40% of the market value of investments in equities from the unit-linked insurance business of Swiss Life Ltd. © 2024 MSCI ESG Research LLC. Reproduced with permission. The data published by MSCI ESG Research LLC as of 31.12.2024 was used.
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