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Sustainable Finance Disclosure Regulation
Our remuneration process promotes sound and effective risk management that does not encourage excessive risk-taking. Sustainability risk is integrated into our remuneration process, as our remuneration policy provides that consideration of risks under the policy includes sustainability risks that are relevant to the funds that we manage.
Abbey Capital is an alternative investment manager that specialises in managing multi-manager funds that invest in managed futures. The funds that we are appointed to manage (the “Funds”) are exposed to a range of FX and Futures contracts that are traded, on a bi-directional basis, by underlying managers (each of which is a Commodity Trading Advisor (“CTA”)).
When integrating sustainability risks in the investment decision-making process, we consider ESG events and conditions in the context of the overall risk management framework that is used in the investment management process and other matters such as the following:
- The nature of the Funds – the Funds are either multi-manager funds or funds that invest into a multi-manager fund
- The nature of the CTAs and trading styles – The CTAs involved may have differing trading approaches and trading styles
- The range, and bi-directional nature, of the contracts to which the Funds may be exposed – each of the CTAs is permitted to trade (both long and short) a variety of contracts that are determined and approved by Abbey Capital. These contracts vary across a range of different markets and geographical locations
No consideration of sustainability adverse impacts.
For the same reasons, together with the differing levels of data available regarding ESG factors for the contracts, we do not currently consider the adverse impacts on sustainability factors of investment decisions in respect of each of the Funds.
We will monitor this approach on an ongoing basis.
Published: March 2021