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NZAOA Updates Protocols to Provide Clearer Path to Portfolio Decarbonization

Investment portfolio emissions make up the lion’s share of an asset owner’s footprint. The Net-Zero Asset Owner Alliance’s newest Protocol aims to fight inertia in pro-climate financing and get investor portfolios in line with science by 2050.

The future of net-zero investing just got a little bit brighter. The UN-convened Net-Zero Asset Owner Alliance (NZAOA) recently updated its protocols to expand asset classes and update emissions-reduction ranges for 2030 targets for the Alliance’s 84 members — which collectively manage $11 trillion in assets.

According to an Alliance spokesperson, 4 percent of all Alliance members' investments are in assets and sectors that directly contribute to the net-zero transition; but thankfully, they are committed to increasing this number over time.

Three target-setting protocols have been adopted since the Alliance's launch in 2019, each amended to reflect changes in science and markets. The Alliance’s third edition of its Target-Setting Protocol — adopted late January 2023 — now requires members to set targets on listed equity, publicly traded corporate bonds, real estate, infrastructure and private equity portfolios. Lastly, the Protocol updates tout the principles of a just transition (ensuring the benefits of the low-carbon transition are widely and fairly shared) while reaching reduction targets, and prohibits the use of carbon-removal credits in member reporting.

Investment portfolio emissions make up the lion’s share of an asset owner’s footprint. The newest Protocol provides clarity and methodology for setting short-term reduction targets on the journey toward decarbonized portfolios by 2050. Based on the IPCC's Sixth Assessment Report, the NZAOA identified two intermediate reduction targets: 22-32 percent reductions by 2025 and 40-60 percent by 2030.

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The Alliance’s move is made to fight inertia in pro-climate financing and get investors in line with science.

“We are observing a divergence of real-economy emission pathways and scientific pathways for limiting temperature rise to 1.5C,” said Günther Thallinger, a Board Member at Allianz SE and a member of NZAOA’s Steering Group. “With this Protocol, the Alliance increases expectations for its members and calls on policymakers and corporates to move in line with science.”

Unlisted equity

Unlisted equity — otherwise known as unlisted securities, over-the-counter (OTC) securities, private equity/securities, and direct investment equity — are assets traded outside of the major stock exchanges. These unlisted assets are notoriously data-deficient, as they’re unregulated.

Nonetheless, unlisted equity is an important asset class; and up until this newest Protocol, had no clear frameworks for setting strong decarbonization targets. The new Protocol creates methodologies for setting intermediate targets for both direct private equity investment and private equity funds, and requires that Alliance members start setting reduction targets for private equity next year. In addition, all new private equity gained after 2025 is subject to previous reduction standards.

Sovereign debt

The new Target-Setting Protocol also requires carbon accounting for sovereign debt, a significant asset class. Together with two partners — the Partnership for Carbon Accounting Financials and Assessing Sovereign Climate-related Opportunities and Risks Project — the NZAOA will develop accounting and assessment standards for sovereign debt, which the Alliance hopes will become a tool for alignment and understanding of sovereign debt and climate risk.

A 'just transition'

In theory, Alliance members already consider the societal impacts of their portfolios. But for the first time, the new Protocol implicitly asks members to consider how their investments will impact the rest of society — particularly, those most vulnerable to the effects of climate change and least equipped to fight it — as they meet decarbonization targets. Members are also encouraged to focus their investments in emerging markets facing climate vulnerability.

Still, the ask for considering a ‘just transition’ and climate-vulnerable markets is just that — an ask with no regulatory teeth. It will be up to each individual Alliance member to honor the recommendation.

No offsetting allowed

The NZAOA now prohibits its members from using carbon offsets to achieve their emissions-reduction targets. Instead, members are required to make true reductions in their emissions — not offset by someone else and credited to their business — and prioritize their investments toward emissions reductions until at least 2030. Members are encouraged to invest in carbon-removal marketplaces, nature-based solutions, and other negative-emission technologies; but these investments will not be counted toward meeting decarbonization goals.

Adapting to criticism

The third Protocol comes on the heels of criticism: A recent report commissioned by the Sunrise Project identified poor public disclosures, proxy voting and bondholding practices by most of the Alliance’s members. Though 90 percent of Alliance members disclosed net-zero target details in 2022, a mere 26 percent of them reported scope 3 emissions. When it comes to fossil fuel investment, the report found that seven Alliance members manage more fossil fuel assets than Vanguard.

The report also found that NZAOA members’ pro-climate voting isn’t statistically different from investors outside of the Alliance. Overall, the report recommends that individual Alliance members do a better job of disclosing climate performance and improve proxy voting performance.

“Finally, we recommend that NZAOA members reflect on how to curb new fossil fuel infrastructure financing, which is scientifically not Paris-aligned,” the report reads.

Meanwhile, 44 Alliance members have set detailed decarbonization targets; and 58 have published targets aligned with the Alliance Commitment. The Alliance does have an accountability mechanism in case of severe misalignment with net-zero pathways.

Turning the massive ship of the world economy around to face science is no small task. But for the NZAOA, the tantalizing prospect of harnessing a global economy worth $100 trillion toward a brighter future remains central to its evolving strategy of change. And with Alliance members managing just over 10 percent of that $100 trillion, NZAOA is poised to be a model for scaled change.

“Alliance members — like all institutional investors — can exercise most leverage on the real economy and therefore real-world emissions through engagement with their investee companies,” the NZAOA spokesperson said. “The Alliance’s theory of change aims to create ripple effects of raising climate ambition in the financial industry and in financial regulation by demonstrating what is possible.”

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