2021 Stakeholder Sustainability Report slide image

2021 Stakeholder Sustainability Report

A MESSAGE FROM OUR PRESIDENT & CEO 2021 SUSTAINABILITY HIGHLIGHTS ABOUT MOODY'S BETTER BUSINESS BETTER LIVES BETTER SOLUTIONS APPENDIX Moody's 2021 Stakeholder Sustainability Report 81 Measuring impact with ESG Credit Impact Scores Credit Impact Scores (CISS) are an output of the credit rating process that indicate the extent, if any, to which ESG factors impact the credit rating of an issuer or transaction. Similar to IPS, these scores are attributed on a five-point scale from very highly negative (5) to positive (1). For example, the CIS score of the issuer in Figure 1 is highly negative (CIS-4), reflecting high exposure to social risks and moderately negative exposure to environment risks, combined with relatively low resilience as weakening public finances and relatively low-income levels constrain the issuer's capacity to respond to environmental and social shocks. Figure 1 On the other hand, the CIS score of the issuer in Figure 2 is positive (CIS-1), reflecting low exposure to environmental risks, limited social risks and very strong governance and forward-looking policymaking. Figure 2 CIS-1 Positive Sector median Issuer CIS score Negative impact Positive impact CIS-4 Highly Negative Negative impact Positive impact Sector median Issuer CIS score ADDITIONAL COMPONENTS OF MIS INTEGRATION In addition to ESG scores, MIS publishes Carbon Transition Assessment scores (CTAS), which provide a consistent and verifiable means to analyze carbon transition risk for 380¹ rated issuers in the most exposed sectors, such as oil and gas and automobile manufacturers, among others. For each of the sectors MIS rates globally, MIS also publishes Environmental and Social Risk Heat Maps that visualize the relative ranking of various sectors along the E and S classification of risks. As the CTAs demonstrate, MIS is committed to creating tools that help the financial system assess transition risk and readiness for a low-carbon world. 1 Cumulative data as of December 31, 2021.
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