The German bank adds to its portfolio of ESG and SRI decrement indices.
Landesbank Baden-Württemberg (LBBW) has licensed the iStoxx Global Climate Change ESG NR Decrement 4.5% to issue structured products. The new index is a decrement version of the iStoxx Global Climate Change ESG Index, which is based on the Stoxx Global 1800 Paris-Aligned Benchmark (PAB) and supplemented by additional exclusions (ESG filters). It replicates the performance of its benchmark assuming a constant markdown of 4.5% per annum, accruing daily. Decrements are now commonly us
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