Sustainability Risk Integration Instruction

This document is an instructional guide detailing Danske Bank's approach to integrating Sustainability Risks within its investment management processes. The objective is to operationalize the bank's commitment to sustainability by identifying, managing, and mitigating potential sustainability risks. Key definitions such as Active Ownership, Double Materiality, and Sustainability Factors are provided to clarify the terminology used throughout the instruction. The document outlines the responsibilities of investment teams in screening and assessing investments for sustainability-related factors, ensuring compliance with regulatory requirements, and fulfilling fiduciary duties. It emphasizes the importance of understanding both the negative and positive impacts of sustainability factors on investment performance. The instruction also includes guidelines for identifying sustainability risk factors, utilizing various data sources, and collaborating with the Responsible Investment team for support. The target group for this instruction encompasses all employees involved in investment management activities across Danske Bank Group.