Team submissions should include:
- An Executive Summary that states the objective of the work, process followed and findings. (Note: this should be a succinct piece not exceeding 1000 words)
- Supporting analysis, models and/or executable coding if applicable including evidence of any constructed portfolio and underlying logic.
- Up to three visualisations to support the proposal.
A few ideas:
- Transition the economy: Climate change resilience requires the decarbonisation of the entire economy. A portfolio could be constructed to optimize the alignment with the Paris Agreement (see Trucost Paris Alignment dataset) or to minimize earnings at risk should carbon prices increase (see Trucost Carbon at Risk dataset).
- Asset-level climate exposure: Climate related hazards have already impacted corporate assets and this could increase if global warming continues. A portfolio could be constructed to minimize physical risks from severe weather conditions.
- Invest in the future: Climate change resilience offers opportunities to benefit from economy-wide decarbonisation and to create a more sustainable and resilient world. A portfolio could be constructed to align with the UN’s Sustainable Development Goals.
Data to Use:
For your analysis, you will have access to the datasets shown in Exhibit 1 below from S&P Global. The universe of data has the following overall parameters:
- Five years of history
- Current to December 31, 2021
Participants will have the flexibility to choose geographies, industry segments and companies to build their proposition. All participants must use these datasets exclusively in performing their analysis, as other datasets are not allowed to be used to complement or enhance the investigation.
Exhibit 1: S&P Global Datasets
| S&P Global Market Intelligence
- Market data
- Company Point-in-time (PIT) financials
- Company ownership
- Panjiva Supply Chain Intelligence
- Business Entity Cross Reference Services (BECRS)
| S&P Global Sustainable1
- Trucost Environmental
- Trucost Physical Risk
- Trucost Carbon Earnings at Risk (CEAR)
- Trucost Paris Alignment
- ESG Scores and Factors
| S&P Dow Jones Indices
- S&P Global BMI
- S&P Global 1200 Carbon Efficient Index
- S&P/ASX 200 ESG
- S&P/ASX 200/300 Carbon Efficient
- S&P/NZX 50 Portfolio Carbon Efficient
- Data comprising the constituents and ESG characteristics of these indices will also be provided.
| S&P Global Platts
- The following range of market data categories will be provided. Within each of these categories will be further data subsets not specified here.
- Oil (crude & low carbon crude)
- Energy Transition (methane, carbon, hydrogen, ammonia)
- Steel (metallurgical coal, iron ore)
- Metals (battery materials)
- Agriculture (biofuels)
- American Gas & Power (renewable energy certificates)
- Platts will also be providing access to Platts DimensionPro for qualitative information including white papers and models.
Analytical Platform to Use:
The data will be available via S&P Global Marketplace Workbench, a cutting-edge technology that enables users to test, explore and experiment with datasets from S&P Global in a scalable and secure cloud-based environment. Using the web-based notebook environment, users can create and share documents that contain live code, equations, spreadsheets, visualizations and explanatory text.
Judges & Criteria
Eligible submissions will be evaluated in three stages:
Stage 1 – The first stage will determine pass/fail whether the submission meets a baseline level of viability, in that the submission reasonably fits the theme, reasonably leverages the data provided, and meets the minimum expectations for physical deliverables specified earlier.
Stage 2 – All submissions that pass Stage One will be evaluated in Stage Two by S&P and Portfolio Construction Forum representatives following the criteria outlined below. A short list will be created for assessment in Stage Three.
Stage 3 – All submissions that pass Stage Three will be evaluated in detail by the judging panel described below.
Entries will be judged on a broad set of parameters and according to the sole and absolute discretion of S&P, Portfolio Construction Forum, and the judging panel. These parameters may include:
- Creativity and originality of the proposal
- Implementation of the proposal
- Potential impact & value
- Adherence to the brief (including leverage of data provided)
- Clarity of presentation
Importantly, construction of a portfolio to illustrate the proposition is not mandatory but preferred.
The judging panel has been drawn from leading industry experts and academics. View our judges' biographies here.