Interest rate derivatives file factored into ABN AMRO’s DJSI score

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In a mid-year update, RobecoSAM has informed ABN AMRO that the interest rate derivatives file has been factored into its calculation of the bank’s Dow Jones Sustainability Index (DJSI) score. RobecoSAM, the organisation that calculates the DJSI scores, has deducted 3 points for the impact of this specific file, giving ABN AMRO a score of 83 for Q1 of 2019. In 2018, the bank scored a total of 86 points on a scale from 1 to 100.

This is the first time that RobecoSAM has issued a mid-year update of this kind for ABN AMRO. It is also the first time that the interest rate derivatives file has affected the score. In early April, ABN AMRO announced on its website that almost all its clients have now been given confirmation of their situation and that the project to reassess the interest rate derivatives is nearing completion.

Every year, RobecoSAM reviews the corporate economic, social and environmental performances of over 3,500 publicly traded enterprises for the DJSI.  ABN AMRO has always ranked high in the DJSI index. This year, the bank will again seek to be among the top 5% of best performing companies. The rankings are drawn up at the end of the year.


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