How can one retrieve the ESG ratings of bond issuers?

IoannisG

For different types of bonds (e.g. corporate, government), is it possible to retrieve the issuer and then its ESG ratings (in Python)?

For example, for the bond ISINs NO0010844079, XS1989380172, DE000A351MM7 I would need to find the issuer of these bonds, and then the ESG scores or grades (if available) of those issuers.

ujjawal_khandelwal

Hi @IoannisG
Yes, you can retrieve the issuer and issuer's ESG ratings in Python with the LSEG Data Library.
Since this is a content related question, I am not very sure if all the fields can be retrieved in a single call or not. You can reach out to LSEG Support for content fields in case you are not sure.

Below is what I tried, and I followed a two-step process. First is to get the issuer details and then make another call to get the issuer's ESG rating or any field for that matter.

Note: Please use the Data Item Browser (DIB) to find the relevant fields, description and parameters it can accept. Search DIB on LSEG Workspace to launch it.

You can also look at the LSEG Data Library for Python on the developers portal for quick start guide, code samples etc.

import lseg.data as ld

ld.open_session()

#Step 1: Get issuer info from the bond ISIN
bond_info = ld.get_data(

universe=['NO0010844079', 'XS1989380172', 'DE000A351MM7'],

fields=['TR.FiOrgID', 'TR.FiIssuerName', 'TR.IssuerRating']

)
org_ids = bond_info["TR.FiOrgID"].tolist()

#Step 2: Get ESG ratings for the issuer
esg_info = ld.get_data(

universe=org_ids,

fields=['TR.TRESGScore', 'TR.TRESGScoreGrade']

)
print(bond_info)

print(esg_info)

If this question is specific to ESG related bonds, you might be able to get the details in a single call using the relevant fields by search on DIB.

Please continue this thread if you need help further. Thank you!