About a-team Marketing Services
The knowledge platform for the financial technology industry

A-Team Insight Blogs

Style Analytics Adds Sustainalytics ESG Data to Analyse Climate Related Portfolio Risk

Subscribe to our newsletter

Interest in financial stability and provision of environmental, social and governance (ESG) data continues to rise with Style Analytics, a provider of factor-based portfolio and market analytical tools for investment professionals, expanding its ESG factor analysis tool with the addition of carbon risk ratings and emissions data from Sustainalytics, a dedicated provider of ESG research, ratings and data.

The addition of carbon risk ratings and emissions data extends a data distribution relationship between Style Analytics and Sustainalytics forged early last year and initially allowing Style Analytics users to get an overview of their ESG exposure using the company’s Style Skyline solution, an integrated platform providing views of key factor exposures and their impacts on portfolio risk and performance.

The additional carbon risk ratings and emissions data includes metrics recommended by the Global Financial Stability Board’s Task Force on Climate-related Financial Disclosures, and can be used to analyse portfolio exposure to carbon production, implement low-carbon mandates and manage carbon-related risks.

Sebastien Roussotte, CEO of Style Analytics, remarks: “Today’s investment environment requires sophisticated, yet easy-to-use, analysis of potential climate related risks of every portfolio. Our collaboration with Sustainalytics allows us to provide clients with the tools they need to comply with ESG and carbon standards as part of our factor-based Style Skyline.”

As signatories to the UN’s Principles for Responsible Investment (PRI), both Style Analytics and Sustainalytics are committed to providing investors with tools to assess their ESG and carbon related risks.

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: Taming the Private Markets Data Beast: Solving for Valuation, Integration, and Reporting in Alternative Investments

Date: 7th October 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes Institutional activity in private markets has surged as organisations’ traditional investment theses have been upended by global economic volatility, geopolitical instability and fee compression. In their search for better risk-adjusted returns, they have found a rich seam of alpha...

BLOG

Business Conduct Data in Demand as Risk Exposure Rises in a Complex World

Business conduct data is becoming more important to financial institutions as the risk of exposure to damaging incidents increases. A new survey of more than 500 C-suite risk leaders by RepRisk – a provider of data on business conduct risks faced by financial and other industries – found that four-fifths expect business conduct risk data...

EVENT

AI in Capital Markets Summit London

Now in its 3rd year, the AI in Capital Markets Summit returns with a focus on the practicalities of onboarding AI enterprise wide for business value creation. Whilst AI offers huge potential to revolutionise capital markets operations many are struggling to move beyond pilot phase to generate substantial value from AI.

GUIDE

AI in Capital Markets Handbook 2026

AI adoption in capital markets has moved into a more disciplined phase. The priority is now controlled deployment: where AI can be used safely, where it can deliver measurable value, and how outputs can be governed, monitored and evidenced. The 2026 edition of the AI in Capital Markets Handbook examines how AI is being applied...