Credit Rating Agencies Turn their attention towards Racial Equality and the “S” in ESG

Regular followers of Financial Regulation Matters, and those interested in the development of the credit rating industry, know that there has been a concerted and purposeful effort from the rating agencies to integrate the concept of ESG (Environmental, Social, and Governance) into their credit risk assessments. This began with some takeovers of ESG-date providers, and was solidified, in theory, with the major rating agencies’ connection to the UN-supported Principles for Responsible Investment initiative (PRI). However, since then there have been a number of claims raised against the rating agencies, most noticeably concerning how the rating agencies transmit how they are considering ESG-related factors, and to what extent. Research has shown that, majoritively speaking, the agencies consider the “G” element to be the most ‘material’ aspect usually, with little being confirmed regarding the ‘materiality’ of the “E” and the “S”. Yet, with the recent events across the western world being concerned with racial inequality, largely due to the very public killing of George Floyd on the US, the rating agencies have decided to make a number of statements which suggest the balance of ESG consideration is slowly developing.

 

On the 15th July, Moody’s discussed how failing to narrow the wealth gap between white and black Americans, as just one indicator, could eventually tarnish the country’s credit rating. The focus on the economic angle of the issue of race within the US is not surprising, but it provides for something quantitative that rating analysts can factor in. The article by CBS News suggests that the growth in net worth between white and black households (a growth of 43% to $61,200, compared to a maintaining of $35,400 for black households), with the Moody’s report stating that ‘the unequal position of the Black community in the US is a salient and persistent feature of the inequality dynamic that exemplifies and exacerbates credit-relevant social risks’. This is not the first time that Moody’s has raised this issue, but the report is emphatic in that it states that ‘inequality is driven both by macro trends and by obstacles specific to the Black community’, with one of those specific obstacles being the concept of ‘redlining’, within which black applicants for credit are disproportionately less likely to receive it in comparison with white applicants, despite having the same credit scores. Moody’s go on to state that ‘institutional features that limit the educational and economic opportunities of a material share of a country’s residents ultimately limit its long-term economic potential’.

 

Moody’s is not alone in these assessments. Standard & Poor’s stated in a report from last Thursday that ‘we believe racial injustice is becoming a material issue that has the potential to change our ESG Evaluations and credit perspectives, although the full effects are not yet clear’. They follow this up with a belief that ‘more corporations will announce tangible steps to align themselves with stakeholders’ social values’, and that ‘companies are realising that failure to listen to all stakeholders, nurture a diverse and inclusive workforce, and engender strong community relations can damage their reputations and undermine their business models. The next step could be the elevation of social factors to the same levels the environment and governance’. Whilst I shall not address perceived inequality between the consideration of “E” and “G” here, the sentiment coming from S&P is that not focusing on the “S” could have negative effects for companies, in what is a potentially threatening-like sentiments i.e. negative based. However, Moody’s have taken a slightly different approach.

 

In what the Financial Times are calling a first of its kind for Moody’s, the recent announcement from Lloyds Banking Group, that they would develop a programme aimed at increasing the number of black senior employees, has seen Moody’s declare that the programme is ‘credit positive’. The FT remarks that this marks ‘the first time that the rating agency has explicitly linked a company’s stability to ethnic diversity measures’. The report, which incidentally is located behind a pay-wall for subscribers, notes how the Bank’s ‘Race Action’ plan is ‘credit positive because they will improve staff diversity at all levels and reduce Lloyds’ exposure to social risk’. Moody’s recognise the purposeful and targeted nature of Lloyds’ plan and noted that they have ‘taken a specific action on a specific category to close a gap within the gap. That’s a step further than what we’ve seen elsewhere’, and that despite Lloyds’ rating not changing, it was to be regarded as positive towards their future exposure to risk.

 

The issue of ESG, and how ‘material’ it is to financial investment, is of constant concern and produces lively debate. It is also tied to ideologies, with it being noted that, for example, the UK wants its pension funds to disclose their climate change plans, whilst the US wants to limit the same sector’s ability to consider environment-based issues in their deliberations (which is not surprising given the country’s exit from the Paris Accord and a focus on prioritising domestic fossil fuel production). However, the suggestion is that the US is also focusing on limiting the consideration of “S” and “G” related issues, which is concerning for the development of ESG-related financial decision making in the country. Yet, despite agencies such as the Department of Labor stating that ESG investment vehicles are expensive and often vaguely defined, the issuance of sustainability-related bonds is expected to rise by nearly 25% this year. Fitch has noted that the focus on ESG is persisting despite the pandemic, and Moody’s have noted how considering ESG-related issues is having a demonstrable effect on the credit risk of sensitive areas of the economy, with the US’ coal provision being a prime example.

 

ESG and the concept of sustainable finance are here to stay, irrespective of any ideological opposition that may want to return to classic economic investing principles. However, in a recent discussion with somebody researching the industry, the question was raised as to the differing roles of those within the credit rating dynamic in regards to ‘making a change’. It was a difficult question to answer of course, but a fruitful one to consider. I focused on the role of investors, in terms of pushing issuers to disclose more and better quality information to rating agencies (and the marketplace more generally), and then pushing the rating agencies to be more proactive in incorporating that higher quality information and then transmitting to the investor base how it was incorporated – this all under the hypothesised threat of investors not choosing to utilise credit ratings if these demands were not met. Issuers, naturally, have a massive role to play. With regards to social and environmental changes, they are the vehicles that have to bring about change in such areas. Regulators, after considering their efforts and impact since the Financial Crisis (and before), have a lot of ground to make up as their reputation as drivers for change arguably lies in tatters, if they ever had one. However, rating agencies have a crucial role, which arguably goes against the calls for them to be sidelined by critics. For example, the sentiment offered by Moody’s regarding Lloyds, and to a lesser extent S&P, suggests to the marketplace that positive action with regards to “E” and “S” components will be just as positively regarded as developments with “G” components. The question then is what message does that send to market participants? To issuers, it says that proactivity will be rewarded, rather than worrying about the threat of inactivity, which is very different concepts. To investors, it shows that rating agencies are not only considering these issues and starting to find them ‘material’, but crucially that they are beginning to act, which is a stark difference to the usual process of the rating agencies. For the rating agencies themselves, such developments are perhaps the green shoots of recovery since the Financial Crisis, and evidence that the movement into sustainable finance and the delivery of data to that movement, via partnerships and takeovers, is starting to bare fruit in that agencies can be increasingly confident that non-financial aspects can be, and are material. Such developments will not stop the criticism of the agencies, and nor should they. I am, of course, biased seems as I exclusively research the industry, but there is plenty of evidence out there if one is willing to look and consider it that rating agencies are central to the efficient functioning of the market. That they are starting to turn a page is positive, but it is only one page in a particularly long story of an industry that has been particularly transgressive. Further action will be credit positive, but for the agencies themselves.

 

Keywords – credit rating agencies, race, ESG, investing, @finregmatters


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