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Pension fund portfolios and climate risk: investing responsibly to mitigate climate risk

In brief:

This article provides high-level guidance for retirement fund trustees and fund members as to the duties of South African pension fund boards in accounting for climate-related risks and opportunities when investing on behalf of their fund and its members.

 

Climate-change risk: Legal obligations of retirement and provident funds

A recent legal opinion commissioned by ClientEarth and Just Share NPC, published in April 2019, found that boards of pension or provident funds (hereafter referred to as “boards”) are required by South African law to incorporate climate-related risks and opportunities into their investment decision-making processes when investing on behalf of their funds. Furthermore, the legal opinion also argued that failure to include material environmental, social and governance (ESG) risks, such as climate change, into investment decisions would likely result in a breach of fiduciary duty by the board, under both common law principles and Regulation 28 of the Pension Funds Act (PFA). Therefore, given the principles of Regulation 28, boards have a legal obligation to consider climate risk when making investments as it relates to pension fund investment portfolios.

Regulation 28 of the Pension Funds Act, 1956

Regulation 28 under the PFA encourages the responsible investing of fund assets, grounded in a sustainable, long-term, risk-aligned and liability-driven investment philosophy. Moreover, regulation 28(2)(b) of the Act instructs that all funds need to have an investment policy statement and regulation 28(2)(c)(ix) indicates that the boards of funds should consider ESG factors before investing in an asset.

A number of principles included in Regulation 28 set out the responsibilities and duties assigned to the fund and its board. A fundamental principle applicable to a board, or anyone to whom any investment-related powers and functions of a fund has been assigned (such as those of asset managers or asset consultants), is the following:

“Before making an investment in and while invested in an asset, [the board must] consider any factor which may materially affect the sustainable long-term performance of the asset including, but not limited to, those of an environmental, social and governance character.” – Regulation 28 (2)(c)(ix)

Given that climate risk poses a material risk likely to have an impact on the long-term performance of an asset, it is clear that climate change risk must be considered in the investment decision-making process before an investment is made – as well as while the fund remains invested in an asset.

Actionable steps for South African pension fund boards

The following steps have been proposed in the legal opinion by ClientEarth and Just Share NPC to provide trustees with specific guidance in terms of recommended steps trustees should take to ensure they are in compliance with their fiduciary obligations:

  • The board needs to ensure that it has sufficient knowledge, sourced through expert advice, on climate change risk as it relates to the investments held by the fund.
  • The board must have a good grasp of its fund’s portfolio carbon footprint through understanding which investments are at increased risk to climate change and what investment opportunities going forward can contribute to transitioning to a low-carbon economy.
  • Boards need to ensure that a climate change policy is developed in order to ensure that climate change risks are identified and managed accordingly.
  • The climate change policy needs to be sufficiently communicated to service providers, such as fund managers appointed to responsibly manage the fund’s assets on behalf of the fund. Asset managers and consultants need to be given a clear mandate with regards implementing this policy.
  • The board’s trustees need to promote active ownership through engaging with companies operating in carbon-intensive industries.
  • The board’s investment policy needs to be developed in a manner that promotes accountability through the implementation of clear, measurable targets that work towards transitioning to a low-carbon economy.   

 

REFERENCES:

Moneyweb 2017, King IV report as far as RI funds are concerned.

Understanding South African Financial Markets (5th edition), Retirement Funds. Pages 165 -167.

 

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