Beyond Scores: ESG Risk Pricing in Emerging Markets — An ASEAN Perspective Using LSEG Workspace (Refinitiv Eikon), and Bloomberg

This online learning session will demonstrate how ESG data from multiple research platforms can be applied within an ESG risk pricing framework to analyze how sustainability factors affect firm valuation, cost of capital, and investment returns in ASEAN and other emerging markets. Through guided demonstrations, the session aims to equip graduate students and faculty with the data skills and methodological knowledge needed for high-impact thesis, dissertation, and faculty research. Topics to be discussed include:

LSEG Workspace (Refinitiv Eikon): ESG Risk Identification and Peer Benchmarking for ASEAN Firms

• ESG Risk Screening — Using the Screener app to filter ASEAN companies by sector-specific ESG risk exposure, including carbon intensity, board independence, and controversy scores, as inputs for risk pricing models.
• Click-to-Source Transparency — Verifying company-reported ESG data points at the source to ensure methodological integrity in research: confirming that inputs (e.g., energy usage) align consistently with outputs (e.g., GHG emissions) before model construction.
• Longitudinal ESG Risk Trends — Extracting multi-year ESGC Score data for ASEAN firms to analyze how ESG risk exposure and controversy events have evolved over time, enabling panel data approaches suitable for dissertation research.

Bloomberg: ESG Risk Quantification and Valuation Integration

• BESG (Bloomberg ESG) Command — Accessing standardized ESG disclosure scores, raw company-reported metrics, and temperature alignment data for 50,000+ companies, including ASEAN-listed firms, to build comprehensive risk datasets.
• Climate Risk Mapping (BMAP ) — Mapping ASEAN company physical assets against climate risk variables (flood zones, typhoon exposure) to quantify transition and physical risk components in ESG risk pricing models.
• ESG-Adjusted Valuation Fields — Extracting 'Green Revenue,' 'Financed Emissions,' and 'Stranded Asset' exposure data as quantitative variables for integrating ESG risk into equity valuation and cost-of-capital calculations.

For inquiries, you may email library@dlsu.edu.ph or Ms. Minette Vinzon-Co, Business and Economics Librarian, at minette.vinzon@dlsu.edu.ph. Thank you.