ESG Screening Framework Builder
Build institutional-grade ESG screening frameworks with weighted factors and compliance validation
What You Can Do
You can systematically design ESG investment screening frameworks that combine negative screens (exclusions), positive screens (inclusions), and intensity thresholds with documented rationale. Claude helps you benchmark your criteria against peer funds, map compliance to regulatory frameworks (SFDR, EU Taxonomy, TCFD), and identify gaps before investor or regulatory scrutiny. The result is institutional-grade documentation that justifies screening decisions to investment committees and LP due diligence teams.
Features
define exclusion criteria (e.g., fossil fuels, weapons, labor violations) with thresholds, rationale, and scope of application
build inclusion criteria that target ESG leaders or impact themes aligned with fund positioning and measurable outcomes
assign weights to ESG pillars, KPIs, and sub-factors with sensitivity analysis and justification for weighting decisions
compare your screening intensity, exclusions, and positive screens against competitor and index methodologies to identify differentiation
validate screens against SFDR, EU Taxonomy, TCFD, and prospectus commitments with gap identification and remediation steps
generate institutional-ready methodology documents explaining screen evolution, data sources, and decision logic for LP and regulator review
determine whether screens use binary exclusions, percentage thresholds, or graduated exclusion based on fund mandate and impact objectives
Example Output
Example 1: Negative Screen Documentation
- Sector Exclusion: Fossil fuel extractors (>5% revenue) excluded per climate strategy; peer comparison shows 95% of sustainable funds use similar threshold
- Intensity Threshold: Labor violations screened at >$100K fines in past 3 years; rationale provided
- Compliance: Links to SFDR Article 9 principal adverse impact (PAI) indicator 10 (violations of UN principles)
Example 2: Positive Screen Factor Weighting
- ESG Pillar Weights: Environment 40%, Social 30%, Governance 30%
- Environmental Sub-factors: GHG Intensity (20%), Renewable Energy % (15%), Water Management (5%)
- Scoring: Companies scoring >75th percentile on weighted ESG metrics included; peer funds use 70th percentile, justifying differentiation
Example 3: Compliance Gap Report
- Current screens cover SFDR PAI indicators 1-10; Gap identified in indicator 14 (exposure to controversial weapons)
- Recommendation: Add binary exclusion for >€0 revenue from anti-personnel mines and cluster munitions
- Timeline: Implement by Q2 prospectus update
What's Included
- SKILL.md instruction file: complete framework methodology and prompt structure for screening design
- Negative Screen Template: structured format for documenting exclusions, thresholds, rationale, and regulatory alignment
- Positive Screen Checklist: checklist for defining inclusion criteria, data sources, measurability, and ESG factor hierarchy
- Peer Benchmarking Framework: template for comparing your screens against 3-5 peer funds with differentiation analysis
- Compliance Mapping Matrix: SFDR/EU Taxonomy/TCFD reference table for cross-walking screens to regulatory requirements
Who It's For
- ESG/Impact Analysts — building and maintaining screening frameworks for institutional mandates
- Fund Managers & CIOs — designing ESG strategy that translates into operational portfolio rules
- Compliance & Risk Teams — validating screening frameworks against SFDR, EU Taxonomy, and prospectus commitments
- Investment Committee Members — reviewing and approving screening frameworks with documented rationale
- LP Due Diligence Professionals — assessing ESG screening rigor and methodology during fund evaluation
Best For
- Launching new ESG or impact funds with documented negative and positive screens
- Annual ESG framework reviews and regulatory compliance updates (SFDR reclassifications, PAI refinements)
- Responding to LP due diligence requests for screening methodology and peer comparison
- Benchmarking your fund's screening intensity against competitors to justify positioning and strategy
- Identifying blind spots in current screens and recommending additions before market events or regulatory changes expose gaps
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