ESG格付け方法論の事例 - env.go.jp

1 Cover 1 ESG 2019 1 10 30 1 1 Mitsubishi UFJ Research and Consulting LINE MSCI RobecoSAM FTSER ussell 3 ESG CDP 2 Mitsubishi UFJ Research and Consulting LINE ESG 6 10 G MSCIESG MSCI(2017)MSCI ESG ESG Rating 3 Mitsubishi UFJ Research and Consulting LINE MSCI 6,800 BloomingBarclaysAggregateIndex 84% 12 NGO TransparencyInternational USEnvironmentalProtectionAgency ILO 10-K CSR ESG 0-10 3 MSCIESG MSCI(2017)

2 MSCIESG ESGR ating MSCI 4 Mitsubishi UFJ Research and Consulting LINE MSCIESG 0-10 0-10 0-10 A. 0-10 B. 0-10 AAA CCC 1. ESG 5-30% 2. 0-10 MSCI ESG 3. 2 0-10 4. ESG A 5. Industry Adjusted Score ESG 3 B 6.

3 ESG AAA CCC 7 C MSCI(2017)MSCI ESG ESG Rating UFJ 5 Mitsubishi UFJ Research and Consulting LINE MSCIESG MSCI(2018)MSCI ESGR esearchESG RatingMethodology 6 Mitsubishi UFJ Research and Consulting LINE RobecoSAM RobecoSAM 3 / / Global Systemically Important BanksCrisis State Aid / RobecoSAM(2017)Measuring Intangibles RobecoSAM(2018)

4 RobecoSAM sCorporate Sustainability Assessment Companion7 Mitsubishi UFJ Research and Consulting LINE RobecoSAM / / / / / ESG GHG 3 -CDP UCF / EMS / / / EIA/SIA GMO GMO GMO CAFE Improvement Alternative Drive Trains ARD AOX VOC GHG 1 8 Mitsubishi UFJ Research and Consulting LINE RobecoSAM COD GHG 2 SOx NOx BOD NOx NOx SF6 MSC ASC 9 Mitsubishi UFJ Research and Consulting LINE RobecoSAM

5 10 Mitsubishi UFJ Research and Consulting LINE RobecoSAM GICS RobecoSAM 60 3,400 0 100 RobecoSAM 80 120 2 10 NGO MSA MediaandStakeholderAnalysis RobecoSAM(2017)Measuring Intangibles RobecoSAM(2018)RobecoSAM sCorporate Sustainability Assessment Companion11 Mitsubishi UFJ Research and Consulting LINE MSA RobecoSAM MSA DJSI MSA 2 EBIT 3 3 4 ESG MSA CriterionScore 1 MSA MSA RobecoSAM(2018)MSAM ethodologyGuidebook12 Mitsubishi UFJ Research and Consulting LINE MSA RobecoSAMMSA MSA 100 1 1.

6 MSA MSA 1 2 3. MSA MSA MSA 08010752070306540 9060100 04070 105070 206080 306080 1 MSA 2 MSA MSA 1 80 MSA 1 80 MSA 2 80 MSA 3 80 1 MSA 40(100-20-20-20) 1 1 MSA RobecoSAM(2018)MSAM ethodologyGuidebook UFJ 13 Mitsubishi UFJ Research and Consulting LINE 1: 80 33/100 * 2: 80 33/100 3: 80 33/100 1: 60 50/100 2: 60 50/100 MSA :40 1: 70 50/100 2: 70 50/100 MSA :40 MSA :80 MSA : 33/100 **80*( + *40/100)=51 MSA :70 MSA : 33/100 70*( + *40/100)=45 :60 34/100 :52 :67 :67.

7 62 /100 * /100 ** 100 MSA 0-100 MSA MediaandStakeholderAnalysis 0-100 RobecoSAM 0-100 RobecoSAM(2018)MSAM ethodologyGuidebook UFJ 14 Mitsubishi UFJ Research and Consulting LINE FTSER ussell ESG 300 125 indicator FTSER ussell(2018)ESGR atingsMethodologyEnhancements2018-2019 ResearchCycle 15 Mitsubishi UFJ Research and Consulting LINE FTSER ussell FTSE ICB 1771 1 ESG ESG FTSEAllWorld Universes 5% FTSE4 GoodUniverses FTSER ussell FTSE4 GoodIndexes 2 16 Mitsubishi UFJ Research and Consulting LINE ESG FTSER ussell

8 0N/A0%0%10-5%1-5%1-10%26-10%6-20%11-30%3 11-30%21-40%31-50%431-50%41-60%51-70%551 -100%61-100%71-100% 57% 4 0-3 0-5 14 1 ENVex 4 ENVsc 2 SOCex 2 GOVsc 1 ENVex 2 SOCex (3), (2), (1), (0) 0-2 0-5 ESG ESG ESG ESG FTSER ussell(2017)FTSER ussellESGR atings,FTSE4 GoodJapanIndex,FTSEB lossomJapanIndex UFJ 17 Mitsubishi UFJ Research and Consulting LINE CDP CDP 4 80% A A CDP A,A- B,B- C,C- D.

9 D- 18 Mitsubishi UFJ Research and Consulting LINE CDP 2018 20 organization 11/15= *100= 8/100* 2018 100%Disclosurepoints 1&2 3 Carbon dioxide emissions from biologically sequestered carbon 8% 8% CDP(2018)CDPscoringcategoriesandweightin gdocuments2018.

10 Climatechange UFJ 19 Mitsubishi UFJ Research and Consulting LINE CDP 2018 2020 2018 12 2020 2020 CDP 2018 2018 OEM TCFD 2 250 20 Mitsubishi UFJ Research and Consulting LINE CDP 201