Advancing ESG objectives with ESG-linked derivatives

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dc.contributor.advisorMesias, Alfeusen_ZA
dc.contributor.authorJansen van Rensburg, Pieter Willemen_ZA
dc.contributor.otherStellenbosch University. Faculty of Economic and Management Sciences. Dept. of Statistics and Actuarial Science.en_ZA
dc.date.accessioned2024-03-01T08:16:34Z
dc.date.accessioned2024-04-26T15:14:57Z
dc.date.available2024-03-01T08:16:34Z
dc.date.available2024-04-26T15:14:57Z
dc.date.issued2024-03
dc.descriptionThesis (MCom)--Stellenbosch University, 2024.en_ZA
dc.description.abstractENGLISH SUMMARY: Environmental, social, and governance (ESG) concerns require the active involvement of the finan- cial sector in advancing ESG compliance. The global derivative market holds significant importance. Leveraging derivatives, exchanges, and clearinghouses offers a pathway for the financial sector to promote ESG objectives. This research assignment examines the particular challenges associated with utilizing derivatives to promote ESG compliance. It explores ESG-linked derivatives, utilizing Monte Carlo simulation, associated with Key Performance Indicators (KPIs) and priced based on the attainment of specific Sustainability Performance Targets (SPTs). These specific ESG-linked derivatives are tailored for this purpose - advancing ESG objectives. ESG-linked derivatives repre- sent an emerging field, demanding further in-depth exploration.en_ZA
dc.description.abstractAFRIKAANSE OPSOMMING: Omgewings-, sosiale en bestuursaangeleenthede (ESG) vereis aktiewe betrokkenheid van die finansiele sektor om ESG-nakoming te bevorder. Die globale afgeleidemarkte het aansienlike belangrikheid met betrekking tot ESG. Die benutting van afgeleides en aandelebeurse bied ’n middel vir die finansiele sektor om ESG-doelwitte te bevorder. Hierdie studie ondersoek die spesifieke uitdag ings wat verband hou met die gebruik van afgeleides om ESG-nakoming te bevorder. Dit ondersoek ’n ESG-verwante afgeleide instrumente wat gebruik maak van Monte Carlo-simulasie, gekoppel aan sleutel prestasie-aanwysers (KPIs) en geprys op grond van die bevrediging van spesifieke volhoud-baarheids prestasiedoelwitte (SPTs). Hierdie spesifieke ESG-verwante afgeleide instrumente is op maat gemaak vir hierdie doel - die bevordering van ESG-doelwitte. ESG-verwante afgeleide instru- mente is ’n opkomende veld wat verdere diepgaande verkenning verg.af_ZA
dc.description.versionMasters
dc.format.mediumx, 60 pages : illustrations
dc.identifier.urihttps://scholar.sun.ac.za/handle/10019.1/130373
dc.language.isoen_ZAen_ZA
dc.publisherStellenbosch : Stellenbosch University
dc.rights.holderStellenbosch University
dc.subject.lcshCorporate governanceen_ZA
dc.subject.lcshSocial responsibility of businessen_ZA
dc.subject.lcshCorporations -- Financeen_ZA
dc.subject.lcshSustainable developmenten_ZA
dc.subject.nameUCTD
dc.titleAdvancing ESG objectives with ESG-linked derivativesen_ZA
dc.typeThesisen_ZA
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