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RMI-PACTA / PACTA_analysis

Run the PACTA analysis on EQ & CB portfolios
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Check company classifications #380

Open Clare2D opened 3 years ago

Clare2D commented 3 years ago

I noticed in the interactive report that Siemens is classified as a Power company and they are not. This should be included in the overrides functionality. I will check why they are not classified as Other

cjyetman commented 2 years ago

will discuss this with AR in the next meeting and go from there

cjyetman commented 2 years ago

maybe this happens because of the mix up about where sectors are merged/defined and possible sets of overrides that are not in sync? see...

343

2DegreesInvesting/data_preparation/issues/14

cjyetman commented 2 years ago
It's clear that line 191 in this file probably played a role in this: data/fin_sector_overrides.csv company_name corporate_bond_ticker bloomberg_id fin_sector_override
SIEMENS AG   115746 Power

however, it's not clear to me if this data/fin_sector_overrides.csv or this one 2DegreesInvesting/data_preparation/data-raw/fin_sector_overrides.csv is currently relevant (the latter does not include "SIEMENS AG' or any reasonable variation)

There have been discussions in #343 and 2DegreesInvesting/data_preparation/issues/14 about the confusion between having and maintaining multiple copies of this file (there's also one in stress testing here: r2dii.stress.test.data/data-raw/fin_sector_overrides.csv).

I think maybe this will get addressed when 2DegreesInvesting/data_preparation/issues/14 is addressed, just leaving lots of links pointing to all relevant stuff for the future.