-------

-------
Green
Dividends?

The
Relationship
Between
Firms'
Environmental
Performance
and
Financial
Performance

-------
Cover design and layout by Joseph L Kolb, The Graphic Issue

-------
                          U.S. Environmental Protection Agency


                                 Office of the Administrator

                       Office of Cooperative Environmental Management
            National Advisory Council for Environmental Policy and Technology
                                Green Dividends?

                           The Relationship between Firms'
               Environmental Performance and Financial Performance
                                    A Report by the

                        Environmental Capital Markets Committee
The National Advisory Council for Environmental Policy and Technology is an independent Federal advisory
committee that provides recommendations to the Administrator of the U.S. Environmental Protection Agency
on a broad range of environmental issues. The Environmental Capital Markets Committee is an ad hoc.
committee  of the Council and was formed to examine the nature of the relationship between a firm's
environmental performance and its financial performance.  The  findings and recommendations  of the
Committee do not necessarily represent the views of the Environmental Protection Agency.

-------

-------
    Contents
Executive Summary

Acknowledgments

Members of the Environmental Capital Markets Committee

Introduction

CHAPTER 1. Materiality of Environmental Strategies to
Improved Financial Performance

    Evolution of Industry's View of Environmental Issues
        PHASE 1: Minimization of Regulatory Compliance Costs
        PHASE 2: Proactive Approaches to Environmental Management
        PHASE 3: Creation of Value Through Environmental Strategies

    Evolution of the Financial Services Industry's View of Environmental Issues
        Commercial Creditors
        Insurers
        Equity Investors

    Empirical Evidence

CHAPTER 2. Barriers to integrating the Value of
Environmental Strategies into Financial Analysis
    Barriers Beyond EPAs Legal Authority to Address

    Barriers That EPA Can Help to Diminish
        Barriers to Understanding the Concepts of Environmental
        Performance and Strategies and Applying Them to Financial Analysis
        Barriers Erected by Environmental and Financial Regulatory Systems

CHAPTERS: Recommendations
    Imprecise Terminology for Describing Environmental Performance

    Lack of Information Exchange and a Common Language
    for Describing Environmental Strategies

    Lack of Technical Skills to Understand How Environmental Strategies
    Affect Financial Outcomes
    Lack of Market Mechanisms to Promote Environmental Strategies
    That Might Increase the Value of Firms
    Impediments to Consideration of a Firm's Environmental Strategies
    in the Making of Investment Decisions

Conclusions

References
 i

iii

iv

v
 7
 7

 8
11
II


12


13


14


15

17

19

-------

-------
         Executive  Summary
A
     , significant body of research shows a moderate positive correlation between a firm's environmental
performance and its financial performance—regardless of the variables used to represent each kind of
performance, the technique used to analyze the relationship, or the date of the study. However, capital
markets have been slow to incorporate  environmental information into mainstream investment decision-
making.
         The  U.S. Environmental Protection  Agency  established  the  Environmental  Capital Markets
Committee to study the environment-finance connection. The Agency directed the Committee to (1) solicit
the views of the financial services industry and others on the nature of this connection and (2) (if appropriate)
identify concrete actions that the Agency might take,  alone or in concert with other groups, to help the
financial services  industry enhance  its  own interests—and  those  of the environment—by acting  on
information about the environmental performance of firms. The Committee was composed of experts from
publicly traded firms, financial firms, business schools, financial regulators, and environmental organizations.
         The Committee decided to narrow its focus in two ways. First, it chose to concentrate its attention
on equity investors rather than on fixed-income investors, commercial creditors, or insurers because equity
investors can most profit from the financial gains of the firms in which they invest. It also chose to make
mainstream equity investors, rather than socially responsible investors (who are also equity investors), its
point of reference. Second, the Committee chose to concentrate its analysis and recommendations only on
aspects of the environment-finance connection that EPA can influence.
         With mainstream equity investors in mind, the Committee confronted three fundamental questions.
First, does the existing body of research support the assertion that environmental performance has a material
and positive  effect on financial performance?  Although the  Committee found that a moderate positive
correlation  exists between  environmental and financial performance, causation has yet to be determined.
Moreover, this general correlation may be of little direct value to a financial analyst making an investment
decision about a specific firm.
         Second, why have  equity investors not more fully incorporated environmental information into
their investment selection  processes?  The Committee found a number of informational  and institutional
barriers  to  the incorporation  of  environmental  information in  financial analysis.   "Environmental
performance" is an umbrella term that has different connotations and no precise definition, and firms have
not demonstrated clear links  between current environmental strategies  and  future financial returns.
Furthermore, environmental and financial analysts do not have common analytic frameworks or terminology,
and separate regulatory regimes have tended to discourage their development.
         Third, what, if  anything, could—or  should—EPA do to help private investors access and  use
environmental information in their investment selection processes?

-------
 The Committee made the following 11 recommendations to EPA:
 1.
 2.
 3.
 4.
     Promote the creation of industry-specific environmental performance benchmarks, such as
     resource use and emissions.
     Continue to provide technical assistance for ongoing efforts to standardize key aspects of
     corporate environmental disclosure.
     Identify a single office to take responsibility for strategic planning of all EPA activities that
     relate to the financial services industry.
     Give  designated EPA personnel responsibility for  targeting  communications  about  the
     potential financial benefits  of certain environmental strategies to the financial services
     industry, particularly equity investors and analysts, as well as to government agencies with
     financial regulatory responsibilities, such as the Department of the Treasury and the Securities
     and Exchange Commission.
     Expand the range, as well as the accuracy and timeliness, of information that EPA currently
     makes available on firms' environmental performance.
     Develop and maintain environmental outlook reports for each main industry group  that
     highlight the major environmental trends and regulatory issues affecting each group.
     Continue to promote firms' use of environmental accounting.
     In collaboration with professional investment organizations, support development of equity
     valuation techniques that incorporate the financial consequences of environmental strategies.
     Continue to promote market-oriented approaches to environmental protection and develop
     performance-based regulatory frameworks.
10.   Discuss with the Department of Labor any possible changes in its policies that could give
     investors subject to its regulatory authority clear guidance that the financial implications of
     corporate environmental strategy are an appropriate investment consideration.
11.   Maintain a dialogue with the Securities and Exchange Commission to promote changes in
     corporate disclosure  that  would give  investors  more  relevant  information  about  the
     environmental performance of companies.
5.

6.

7.
8.

9.

-------
         Acknowledgments
 I n addition to the members of the Environmental Capital Markets Committee who were involved in the
completion of this report, a number of people have contributed their time, talents,  and expertise to its
development.
         Linda Descano served as liaison to the U.S. EPA's Environmental Financial Advisory Board while
serving as a member of the Environmental Capital Markets Committee and brought depth and perspective
to this project.
         Invaluable insights into the evolution of the U.S. insurance industry's response to environmental
trends were provided by Bob Irvan, former Senior Vice President and CFO of CIGNA Property & Casualty;
Mike Miller, former Director of Governmental Affairs at CIGNA; and Erna Karrer-Rueedi, former Head of
Research & Development at Swiss Reinsurance America.
         Joe Cascio, former Vice President for Environmental  Management Systems at the  Global
Environment and Technology Foundation, helped illuminate issues involving environmental policy-making
and corporate environmental management.
         Baxter International graciously provided data on its corporate environmental  programs to the
Committee. Ron Meissen, Senior Director of Engineering for Corporate Environmental, Health and Safety,
and Verie Sandborg, Manager of Corporate Environmental, Health and Safety, spent many hours explaining
and clarifying Baxter's approach to environmental management and the methodologies that Baxter employs
to quantify the financial impacts of its environmental strategies.
         Buddy  Hay, Manager of Corporate Operations  for Interface,  Inc.,  provided information  on
Interface's environmental  management systems  that helped the Committee compare and contrast the
approaches that different firms use to track  the financial impact of their environmental initiatives.
         Ed Weiler, Senior Economist with U.S. EPA's Office of Pollution Prevention and Toxics, was a key
member of the management team that worked with the Committee to produce the report, and his dedication
and keen insights were instrumental in its completion. Paula Van Lare, Senior Policy Analyst with EPA's
Office of Reinvention and Policy, reviewed and critiqued several drafts of the report and wrote its executive
summary.
         John Ganzi, President of Environment & Finance Enterprise, executed much of the basic research
that helped to inform the Committee's discussions and frame its work. Anne DeVries, Research Associate
with Environment & Finance Enterprise, performed the literature and publications review that served as a
resource for the Committee throughout its deliberations.
         Don Reed, CFA, served as the principal author of this report.
         Finally, this project would not have been possible without the support of Clarence Hardy, Director
of the Office of Cooperative Environmental Management (OCEM), and Gordon Schisler, Deputy Director of
OCEM. Gwen Whitt, the Designated Federal Officer for NACEPT, helped to present the report to the NACEPT
Council for final review and approval.

-------
                                     Members of the Environmental Capital Markets Committee

                                                                   Walter Howes
                                                                     President
                                                              E.B.I. Capital Group, IIP
                                                                  Washington, DC
                                                                  Committee Chair
                                           Robert Banks
                                V.P. for Health, Environment and Safety
                                            Sunoco, Inc.
                                      Philadelphia, Pennsylvania

                                         Dorothy Bowers
                                V.P. for Environmental and Safety Policy
                                         Merck & Co., Inc.
                                   Whitehouse Station, New Jersey

                                          Linda Descano
                                Director of Social Awareness Investment
                                     SSB Citi Asset Management
                                        New York, New York

                                       Dianne Dillon-Ridgley
                                     Member, Board of Directors
                                           Interface, Inc.
                                          Atlanta, Georgia

                                          Ralph Earle m
                                        The Assabet Group
                                       Concord, Massachusetts

                                          Virginia Gibbs
                                 Senior Supervisory Financial Analyst
                            Division of Banking Supervision and Regulation
                              Board of Governors of the Federal Reserve
                                         Washington, DC

                                     Anna Huntington Kriska
                                         Program Officer
                                 First Nations Development Institute
                                      Fredericksburg, Virginia
              Eve Lesser
    V.P., Investment Banking Division
         Goldman, Sachs & Co.
         New York, New York

          Victor Miramontes
       Managing Director and CEO
   North American Development Bank
          San Antonio, Texas

           Franklin Nutter
               President
   Reinsurance Association of America
           Washington, DC

          Dennis Rondinelli
               Director
   Center for Global Business Research
       University of North Carolina
       Chapel Hill, North Carolina

            Julie Tanner
    Senior Financial Services Analyst
       National Wildlife Federation
           Washington, DC

          Thomas Watson
        National Bank Examiner
Officer of the Comptroller of the Currency
           Washington, DC

         Timothy Yessman
         Senior Vice President
       Travelers Property Casualty
         Hartford, Connecticut
                                                                   Mark Joyce
                                                               Senior Policy Advisor
                                                          Environment, Finance and Trade
                                                        U.S. Environmental Protection Agency
                                                            Designated Federal Officer
n

-------
         Introduction
     lie  United  States has made significant progress since  the  early 1970s in protecting the  natural
environment through laws and regulations. As the number and complexity of environmental regulations have
increased, however, the limitations of exclusive reliance upon administrative fiat to ensure environmental
protection have become apparent. Although regulations can prohibit obviously poor environmental practices
(for example, discharge of raw waste into streams), they generally do not give industry incentives to address
the root causes of pollution and to design cleaner processes and products.
         Driven by a conviction that environmental  pollution is nothing more than a manifestation of
inefficiency, innovators within industry,  government,  and the environmental advocacy  community have
argued that sound environmental  performance is part and parcel of good business practice and that a
.company's environmental strategies can materially improve its profitability.  Despite its win-win appeal,  this
idea has  yet to gain universal acceptance.
         Given  that regulatory agencies have neither the legal authority nor the capability to mandate
efficiency, and hence to reduce pollution at the source,  the U.S. Environmental Protection Agency (EPA) and
other interested  parties have attempted to identify private-sector allies whose  own interests might  be
enhanced by improvements in industry's environmental performance. With the emergence of a significant
body of research aimed at showing that improved environmental performance is associated with financial
gain, their attention began to focus on the financial services industry.  But the  capital markets-driven
revolution in environmental protection that had been envisioned by some (Schmidheiny and Zorraquin 1996;
Korsvold 1997; and Chan-Fishel 1997) has not materialized, in part because of the difficulty of showing a
direct relationship between firms' environmental performance and financial performance.
         EPA established the Environmental Capital Markets Committee, an ad hoc Committee of its National
Advisory Council for  Environmental Policy and Technology,  to study this  relationship. In  creating  the
Committee, the EPA selected individuals who represent various constituencies that theoretically have  an
interest in  the  environment-finance nexus—the financial  services community, industry and industry
associations,  government,   academia,  and  nongovernmental  organizations.  The  Agency directed  the
Committee to (1) solicit the views of the financial services industry and other  groups on  the nature of the
environment-finance connection and (2) (if appropriate) identify concrete actions that the Agency might take,
alone or  in concert with others, to help the financial services industry enhance  its own interests—and those
of the environment—by understanding and acting on information about the environmental performance of
firms.
                                                                                                                     D

-------
          As a starting point for discussion, the Committee used "Corporate Environmental Performance as
a Factor in Financial Industry Decisions," a background report and literature review prepared for the Agency.
For reasons outlined in Chapter 1, the Committee chose to narrow its focus to the investment (and
particularly the equity investment) sector of the financial services industry. With mainstream equity investors
in mind,  the Committee confronted three fundamental questions:
         + Does the existing body of research generally support the assertion made by some that
           environmental performance has a material and positive effect on financial performance?
         ^ If it does, why haven't investors more fully incorporated environmental performance into their
           investment selection processes?
         •* Given that private firms decide which environmental strategies to employ and that investors
           choose which securities to hold in their portfolios, what, if anything, could—or should—EPA
           do to influence  these choices?

         Chapter 1 of this report explores the ways in which environmental protection strategies potentially
contribute to firms' equity valuation. It describes  the evolution of thinking about the relationship between
these strategies and overall business strategies in industry and the financial services community. In addition,
the chapter presents the empirical case that academics, environmental advocates, and others have made for
the materiality of environmental protection efforts to financial performance. Chapter 2 identifies barriers that
can disconnect environmental performance from financial performance. Chapter 3 recommends actions that
EPA can take to address these barriers.

-------
        CHAPTER 1
        Materiality of Environmental
        Strategies to  Improved Financial
        Performance
    he environmental preferences of society, as revealed by environmental regulations and market choices,
inevitably affect corporate financial performance, if only indirectly. Likewise, most environmental decisions
by a firm have at least some impact on its financial condition. The idea that environmental performance
might have a significant—in other words, material—effect on financial performance, however, is not widely
accepted. Although this idea has been studied and discussed in environmental and socially responsible
investment  circles, it has been  neither widely  discussed nor widely reflected in the decisions of the
mainstream financial community.
        The Environmental Capital Markets Committee drew on the diverse expertise of its members to
explore the environment-finance connection. It  focused primarily on the financial services industry and
explored how those involved in the three key financial functions of the industry—credit extensions, risk
underwriting, and investing—deal with a range of corporate environmental issues.
        To provide context for the Committee's recommendations in Chapter 3, this chapter briefly traces
the evolution of how industry and the financial services community view the environment and the extent to
which they deem environmental performance material  to financial performance. In addition, the chapter
presents the empirical case that academics, environmental advocates, and others have made for the financial
materiality of environmental protection efforts.
        Evolution  of Industry's View of Environmental  Issues

Until the latter half of this century, most industrial firms viewed the environment as a source of free inputs
(for example, clean water) or as a free repository for wastes. Any resulting environmental damage was seen
as the inevitable cost of economic progress. To the typical industrialist of this earlier era, environmental issues
had little connection with financial performance. With the advent of Superfund's regime of strict liability and
a host of prescriptive regulations, however, firms could ignore the environment only at their financial peril.
        Industry, in general, reacted defensively to the  new environmental  costs. Eventually, however,
many progressive firms developed strategies for minimizing these costs. More recently, a  few firms have
moved environmental protection from the cost side to the revenue side of the ledger. At the risk of over-
simplifying the diversity of experiences among industries and specific companies, the evolution in industry's
view of the environment can be described in terms of three discrete phases.
        PHASE 1 :
        Minimization of Regulatory Compliance Costs
Initially, firms vigorously resisted new environmental protection requirements and sought to reverse existing
ones. Once they realized that these requirements would be enforced, they viewed expenditures on meeting
them as necessary to remain in business, but also as a drag on profitability and as otherwise unrelated to the

-------
QWTCR I:
                          MATERIALITY OF ENVIRONMENTAL STRATEGIES TO IMPROVED FINANCIAL PERFORMANCE
                          fulfillment of business objectives. These expenditures were to be minimized if they could not be avoided
                          and were usually directed to treatment of effluents and emissions, a so-called "end-of-pipe solution" that was
                          often mandated by prescriptive regulation.

                                   PHWSE2:
                                   Proactive Approaches to Environmental  Management

                          Firms  eventually began exploring less  costly approaches  to compliance. This effort led to the idea that
                          industrial processes might be redesigned to prevent pollution—most often through the recovery and use or
                          sale of materials and chemicals that previously were discarded as waste or emissions. Many firms have found
                          this approach to be a relatively cheap way to comply with many emissions regulations as well as a way to
                          improve operating margins through greater energy and materials efficiency. For example, through pollution
                          prevention initiatives the  diversified manufacturer 3M claims to have saved $810 million between 1975 and
                          1997 (3M 1998).
                                   As part of this proactive approach to environmental compliance, firms began conducting internal
                          environmental audits and implementing environmental management systems to understand and reduce their
                          environmental impact in a more systematic way. They typically have used these and other monitoring and
                          management tools to ensure regulatory compliance and to reduce the probability of incurring a major
                          environmental liability—but they can also use these tools to go beyond compliance.
                                   The proactive approach to  environmental management was accompanied by a shift in attitude
                          toward environmental regulation overall. Some segments of the business world began to advocate incentive-
                          based  environmental regulation, which would, they argued, allow firms flexibility to achieve environmental
                          goals at less cost than command-and-control regulation.
                                   As the proactive approach to environmental compliance has evolved, new concepts have emerged
                          that have illuminated  the financial implications  of corporate environmental strategies. One framework for
                          assessing environmental strategies is "eco-efficiency," which holds that redesign of production processes to
                          reduce waste and environmental risk  can improve operating margins, increase returns, and lower working
                          capital expenses. DeSimone and Popoff (1997) identify seven objectives for an eco-efficient firm: (1) reduce
                          material requirements of goods and services, (2) reduce energy inputs to goods and services, (3) reduce toxic
                          dispersion, (4) maximize sustainable  use of renewable resources,  (5) enhance material readability, (6)
                          extend product durability, and (7) increase the service intensity  of goods  and services. The first three
                          objectives are becoming part of the generally accepted definition of good operations management in many
                          manufacturing and basic industries. Implicit in this change is the notion that firms will go beyond compliance
                          when doing so makes business sense—a strategy that has the added benefit of reducing risks associated with
                          any new, stricter environmental requirements that might be promulgated in the future.
                                  Several high-technology firms have extended their concept  of environmental regulatory  risk
                          management from avoidance of environmental liabilities and accidents to reduction of the time needed to
                          obtain  environmental  permits, thereby facilitating shortened product manufacturing cycles. Intel is well-
                          known for taking this  approach. Given that one  generation of microprocessors is quickly succeeded by the
                          next, Intel cares a great deal about its  ability to bring its product to market as  quickly as possible. Hence, it
                          has  gone beyond compliance  in some  areas to expedite  permitting.  In  addition,  it has  integrated
                          environmental concepts into its research and design  functions with the same goal of rapid permitting of
                          plants to fabricate computer chips (Resetar 1999).

-------
         PHASE 3:
         Creation of Value Through Environmental Strategies

Gradually, many firms have begun to view environmental strategies as a means to increase revenue through
product innovation, market redefinition, and the creation of barriers to market entry by firms with lesser
environmental management capabilities.                         ...            ,

         Product innovation
         Product innovation can take many forms, including design of products to be reused or recycled,
reduction of toxic materials used in products, reduction of the environmental impact of a product's use, and
increase of a product's energy efficiency. Electrolux has taken the last approach with many of its home
appliances. At Electrolux, products with the best environmental records earn higher margins, accounting for
5 percent of the firm's sales but 8 percent of its gross margins (Arnold and Day 1998).

         Market redefinition
         A few firms have redefined their markets on the basis of environmental business opportunities.
This strategy often involves expansion of a firm's activities from production of a product to provision of the
service for which the product is purchased—for example, shifting from the production of paint to the
painting of cars. The incentives will change dramatically for a paint manufacturer that defines its business in
terms of—and that is paid by—the number of cars painted rather than the volume of paint sold.  The
manufacturer will now find less use of paint preferable, leading to less waste and less environmental impact
(Arnold and Day 1998).

         Creation  of barriers to market entry
         Some firms have used environmental strategies as a barrier to market entry by other firms, thereby
increasing their own market share. One example of this strategy is DuPont's development of alternatives to
chlorinated fluorocarbons (CFCs) in refrigeration applications. Although DuPont was a leading manufacturer
of CFCs, it had developed some of the best alternative refrigerants and stood to gain more than it lost relative
to its competitors by phasing out the use of CFCs and introducing substitute products in accordance with the
Montreal Protocol (Reinhardt 1989).
         Evolution of the Financial Services Industry's View of
         Environmental Issues
The financial services industry's views on environmental issues have evolved in response to events that have
created specific risk exposures. These views vary from one sector of the industry to another.
         Commercial Creditors

A creditor's primary interest is in those strategies that reduce its clients' risk of business interruptions or
shutdowns, legal liabilities,  and regulatory compliance penalties.  The current perspective of commercial
creditors on environmental issues owes primarily to passage in 1980 of the Comprehensive Environmental
Response, Compensation and Liability Act (CERCLA), more commonly known as Superfund. Superfund

-------
CHAPTER I;
                           MATERIALITY OF ENVIRONMENTAL STRATEGIES TO IMPROVED FINANCIAL PERFORMANCE
                           created strict legal liability for the cleanup of sites contaminated as a- result of the past actions of the parties
                           held responsible. In some cases, that liability was financially significant. Probst and Portney (1992) estimate
                           that the total cost of remedial action at Superfund sites is $44 billion. The Congressional Budget Office (1994)
                           suggests that the cost could reach $75 billion or more.
                                    Superfund became a salient issue for commercial creditors in 1990, when a court found Fleet
                           Financial,  through its subsidiary  Fleet Factors, liable for Superfund cleanup  costs at  a facility that Fleet
                           acquired when  it foreclosed on  a client. The court determined that Fleet had the potential to alter the
                           operating practices of its client and was thus liable for contamination at the facility (Ganzi and Devries 1998).
                           Although subsequent regulatory and congressional actions have to some extent clarified the secured creditor
                           exemption provision in the Superfund law, creditors continue to face some uncertainty with regard to their
                           potential liability.
                                    In response, creditors have developed due diligence procedures to minimize risks associated with
                           acceptance of potentially contaminated real estate as collateral for credits.  These risks include the possibility
                           that the creditor might be held liable for the cost of cleaning up the property, that the value of the property
                           might appreciably decrease as a result of environmental problems, and that these problems might inhibit the
                           creditor's ability to economically take possession of the property.
                                    Insurers

                           In the mid-1970s, the property and casualty insurance industry faced claims for worker injuries resulting from
                           releases of asbestos at plants where the substance was used in the manufacturing process. In the early 1980s,
                           insurers also received claims resulting from  Superfund's provision  of strict liability for cleanup  costs.
                           According to representatives of the insurance industry, the general commercial liability policies under which
                           these claims were brought were never intended to cover the cost of  "expected or intended" contamination;
                           rather, the policies were intended to cover  the costs of accidents. But court rulings in various jurisdictions
                           that held the insurers responsible for paying the claims led the industry to develop and adopt pollution
                           exclusion clauses in  these policies.  By 1985, these  "absolute"  pollution exclusion  clauses became part of
                           virtually all commercial general liability policies written by the industry. In recent years,  however, a few
                           insurers have offered environmental impairment liability insurance policies that are  limited in scope (Ganzi
                           and DeVries 1998).
                                    Like creditors, insurers have developed the capability  to evaluate specific  environmental risks
                           associated with the financial service that they  provide to firms. They believe that the  potential for certain
                           environmental strategies to improve financial performance is not material to risk underwriting. Moreover,
                           they argue that environmental issues are not material to policies underwritten in the United States since 1985
                           because of the exclusion clauses noted above.
                                    Equity Investors

                          In both commercial credit extensions and property and casualty insurance, the use of information about
                          environmental performance  is limited to very specific situations  but is undertaken by many, if not all,
                          mainstream institutions in the field. In general, no analogous situation exists in equity investment, in which
                          understanding of environmental issues varies considerably, depending on the industry in question. Investors

-------
GREEN DIVIDENDS? THE RELATIONSHIP BETWEEN FIRMS' ENVIRONMENTAL PERFORMANCE AND FINANCIAL PEHFORMAKCE
may pay attention to environmental issues in mining and other resource extraction industries in which these
issues have historically been important,  but they do not generally  understand how the environmental
decisions of a firm affect its product offerings, efficiency, markets, and future outlook for revenues and
earnings.
          In financial analysis, perception is an important part of reality. The traditional perception of equity
investment analysts is that if environmental strategies matter at all in a firm's financial performance, they do
so in terms of liabilities and risks. In the  view of these analysts, environmental liabilities are primarily
associated with Superfund and lend themselves to quantification; environmental risks are primarily associated
with catastrophic accidents, such as the oil spill from the Exxon Valdez in Prince William Sound and the
chemical release  from the Union Carbide plant in Bhopal, India, and are sufficiently rare as to be a minor
consideration. This perception is confirmed by several studies (Ganzi and Dunn 1995; Ganzi and Tanner
 1997; Gentry and Fernandez 1997; PricewaterhouseCoopers 1999).
          Virtually none of the valuation techniques used by equity analysts explicitly address environmental
 strategies, yet equity investors have a stake in the potential of these strategies to reduce risks and increase
 margins, revenues, earnings, and returns on invested capital. Although equity investors tend to think that
 environmental protection has potentially negative consequences for firms, some financial analysts  may be
 reconsidering their view of environmental  performance. For example, the Merrill Lynch sell-side financial
 analysts  who follow  the  carpet manufacturer Interface report that  the company's program to reduce
 emissions,  materials use, and .energy use  could be a significant source of value  through its impact on
 operating margins (Singleton and Elia 1998).
          Analyses  of corporate environmental  performance conducted  by the  socially responsible
 investment community provide a useful contrast to mainstream equity analysis. These  analyses have largely
 been confined to evaluation of environmental performance without reference to financial performance, and
 they do not typically attempt to directly relate environmental protection strategies to the business strategies
 of the firms studied. In general, socially responsible investors have used non-financial criteria to eliminate
 certain stocks from the universe of potential investments. They then apply conventional financial analysis to
 the remaining stocks.
          However, some  socially responsible investors and  other asset  managers have  begun  using
 environmental performance as a positive selection criterion  in their financial analysis. One approach is to
 incorporate information about environmental performance in active stock-picking techniques. This  "best-in-
 class"  approach  is taken by Smith Barney Asset Management's Social Awareness Investment Program and
 several European eco-efficiency funds.
          A second approach is to apply a quantitative analysis of environmental performance to passive
 investing, or indexing. Under this approach, asset managers over-weight the stocks of environmental best-
 in-class companies  in a.portfolio that is designed to track a conventional index. This approach is taken by
 the Dow Jones Sustainability Group Indexes and the Eco-enhanced Index Management offered by Dreyfus
 Investment Advisors and Mellon Capital Management.
           Despite the emergence of efforts to use environmental performance as a positive selection criterion
 in equity  investing, most investors  remain  skeptical  about  the value of understanding corporate
 environmental performance.  Moreover, those  investors who have decided  that  understanding  such
 performance might be worthwhile  are still attempting to determine the most  appropriate techniques for
 integrating environmental performance into their financial analysis.

-------
CHAPTER 1."
                          MATERIALITY OF ENVIRONMENTAL STRATEGIES TO IMPROVED FINANCIAL PERFORMANCE
                                   Empirical Evidence

                          A significant body  of academic research  relates  measures of corporate  environmental performance to
                          measures of financial performance. The most striking aspect of this research is that most of it shows a
                          moderate positive relationship between the two kinds of performance—regardless of the variables used to
                          represent each kind of performance, the technique used to analyze the relationship, or the date of the study.
                          In fact, the empirical evidence is of sufficient consistency and scale to embolden some to argue that a positive
                          relationship between environmental performance  and financial performance is without doubt (Kiernan
                          1998).
                                   Yet studies of this relationship do not answer the questions that are of greatest importance to many
                          investors. Reed (1998) catalogs the main criticisms of these studies as follows:

                                   * Most of the studies are not industry-specific. Most analysts who believe that environmental
                                     strategies can add value to firms think that the degree to which this is true varies from one
                                     industry to another.
                                  4 Almost all the studies depend on narrow sets of backward-looking data with significant
                                     quality problems.
                                  4 Virtually none of the studies attempt to assess how well firms are positioned to deal with
                                     environmental opportunities and challenges in the future.
                                  * Virtually none of the studies address the key question of how an understanding of
                                     environmental strategies could .change financial analysts' valuation of firms.
                                  + Among the studies that compare the performance of portfolios of stocks in environmental
                                     leaders with the performance of portfolios  of stocks in environmental laggards, virtually none
                                     correct for differences in risk other than differences in environmental  performance.
                                  4 Virtually none of the studies address causation.

                                  The last criticism requires further examination. Three theories have emerged that attempt to explain
                         the causal link between environmental and financial performance. First,  firms that are profitable might be
                         more willing to spend money on environmental protection than those that are less  financially successful.
                         Second, the process of  pursuing better environmental performance  may lead to improved financial
                         performance. And third, firms that have better environmental  performance may generally be well-managed.
                         According to this theory, the high-quality management indicated by good environmental performance leads
                         to  improved financial performance. None of these theories have  been proven or  refuted. Moreover, all or
                         none of the three might be true.
                                  Causation may  not be particularly important for practitioners  of certain quantitative equity
                         investment methods that rely on correlation without reference to causation. These practitioners seek to
                         exploit the statistical correlation between environmental performance and financial  performance and are  not
                         concerned with proving causality. In addition, if the relationship between environmental performance and
                         financial performance is more complicated than one of these variables triggering a  change in the other,
                         causality may be impossible to determine.
                                 Overall, the empirical evidence appears to lay to rest the argument that the investments required
                         to achieve sound environmental performance are a net drag on financial performance; rather, it suggests that
                         a positive relationship between the two kinds of performance is likely. This broad finding may be of Me
                         direct value to a financial analyst making an equity investment decision about a specific firm. However,  the
                         fact that the relationship is positive suggests that it could  be valuable to analysts if it were better understood.

-------
        CHAPTER  2
        Barriers to Integrating the Value of
        Environmental Strategies into
        Financial Analysis
    he  case that the  environmental  performance  of firms  has  a material  bearing on their financial
performance is incomplete but sufficiently promising to raise the question of why the financial implications
of environmental strategies are not better reflected in financial analysis. The Environmental Capital Markets
Committee concluded that many barriers have prevented most firms and equity investors from exploiting the
potential to profit from understanding the relationship between  environmental  strategies and financial
performance.
        One set of barriers derives from the basic set of property rights and  economic rules that enable
some firms to pay less than the full economic costs associated with their actions. These barriers broadly relate
to who bears the cost of pollution  and environmental degradation and to how the tax system affects the
market price and use of natural resources. In the absence  of these  barriers, firms would have a greater
incentive to explore the use of environmental protection measures that could potentially increase their
current and future value. In general, EPA has little legal authority to diminish these barriers. However, EPA
could play an important role in helping to address another set of barriers that relates to (1) the difficulties of
understanding the concepts of environmental performance and strategies and  applying these concepts to
financial analysis and (2) the uncertainties posed by environmental and financial  regulatory systems. This
chapter addresses both  sets of barriers.
         Barriers Beyond EPAs Legal Authority to Address

Not all the laws and regulations that have an impact on the environment are environmental in nature. The
non-environmental rules governing business are a key determinant of the ways in which firms deal with the
environment and the extent to  which their  environmental strategies affect their financial performance.
Although these "rules of the game" are beyond the scope of EPA's authority to address, the issues of who
pays the cost of pollution and how tax policy affects the environment are so significant that the present
discussion would be incomplete without mention of them.
         Under current business laws and regulations, firms in many instances are not required to bear the
full cost of their use of natural resources or the cost of the environmental damage that they cause. Hence
the prices of goods and services often do not reflect their "true" economic costs. These costs that are
unaccounted for are called externalities because they are "external" to the firm. (Environmental regulations
and findings of liability in this country have increasingly required firms to internalize some of these external
costs, a trend that is likely to continue in the future.) If firms were responsible for a greater portion of their
externalities, their competitive advantage would be affected. For example, if the cost of energy was raised
to reflect the cost to society of the pollution resulting from energy production and use, those firms that had
already developed the capability to use energy more efficiently would realize a competitive advantage, and
equity investors would profit from their ability to identify them.

-------
CHAPTER 2.
                         BARRIERS TO INTEGRATING THE VALUE OF ENVIRONMENTAL STATEGIES INTO FINANCIAL ANALYSIS
                                  Tax policies also play a large role in determining the market prices and level of use of most natural
                         resources. These policies can introduce distortions in the pricing of natural  resources that encourage
                         production from virgin resources and discourage the use of recycled or secondary materials (Kinsella et al.
                         1999). Obviously, changes in tax policy that increase the costs of a natural resource could increase any
                         advantage that a firm might obtain by using less of that resource in its operations.
                                  Barriers That EPA Can Help to Diminish

                         EPA can help to address five barriers to integrating the value of environmental strategies  into financial
                         analysis. Three barriers relate to the inherent difficulties of understanding the concepts of environmental
                         performance and  strategies  and applying  them to such  analysis.  Two other barriers are created by
                         environmental and financial regulatory systems.
                                  Barriers to Understanding the Concepts of
                                  Environmental Performance and Strategies
                                  and Applying Them to Financial Analysis

                         Understanding of the concepts of environmental performance and strategies and application of them to
                         financial analysis are impeded by imprecise terminology for describing environmental performance, lack of
                         information exchange and a common language for describing environmental strategies, and lack of technical
                         skills to relate such strategies to financial performance.

                                  Imprecise terminology for describing environmental performance
                                  Environmental performance is an umbrella term for a variety of parameters that vary considerably
                         from one situation  to another and from  one observer to another. Evaluation of such performance is
                         exceedingly difficult, even with respect to the simplest single-product firm. For example, how does one
                         reasonably think about the environmental performance of such a firm if its toxic emissions are the lowest in
                         the industry, but  its intensity of energy and materials use is high compared with that of its peers? If
                         environmental performance cannot be defined fairly precisely, it cannot be measured rigorously. If such
                         performance cannot be measured rigorously, its relationship to financial performance will remain difficult to
                         demonstrate convincingly. Finally,  if such  performance is  not  defined with  reference to the operational
                         objectives of individual firms and specific industries, it will not be relevant to managers and investors.
                                 A study for the European Environment Commission identified no less than 33 systems for rating
                         environmental performance (Skillius and Wennberg 1998). The existence of so many of these systems and
                         the wide disparity in .the metrics used in corporate environmental reports manifest the lack of consensus on
                         the definition of environmental performance. However, the many rating systems and metrics could merely
                         reflect the nascent state of environmental performance measurement. If  so, greater consensus on the
                         definition could eventually emerge.
                                  Because consensus on the definition of environmental performance is lacking, the type of data
                         that should be used to measure that performance is unclear.  In a practical sense, the distinction between the
                         definition and the data is moot because to date the data have been used to define the performance. Efforts
                         to forge consensus on the data that  firms should collect and on the way that these data should be reported
                         remain in the development stage (Ranganathan 1998). The environmental performance data that are available

-------
GREEN DIVIDENDS? THE RELATIONSHIP BETWEEN FIRMS' ENVIRONMENTAL PERFORMANCE AND FINANCIAL PERFORMftMCE
from both centralized sources and directly from firms varies in quality and completeness and were not
developed to meet the needs of financial analysts. Because no recognized standard exists for the gathering
of these data, they are not comparable.
          On the other hand, there is no universal agreement that a precise definition of environmental
performance is needed. Descano and Gentry (1998) point out that financial analysts are more, likely to find
value in information about how the environmental strategy of a firm relates to its overall business strategy
than in data on  emissions, waste,  and efficiency. The  argument, although not confirmed by empirical
research, is supported by the fact that financial analysis focuses on overall business strategies rather than on
collections  of technical details. Although the financial services industry has not articulated what, if any,
environmental performance information it wants, it has indicated that only industry-specific information—
that is, information that allows comparisons within, not across, industries—would be useful for its purposes.
Analysts could use this information on the basis of when and how it is material to the financial performance
of the companies in a given industry.

         Lack of information exchange and a common language
         for describing environmental strategies
         The equity investment community is generally unconvinced that it is worth its time and effort to
understand the present and future value that firms realize through their environmental strategies.  One reason
may be that financial analysts have not been given evidence of such value—that is, they have not been given
 industry-specific environmental analyses and firm-specific environmental data related to established drivers
 of corporate value. Only a few firms that believe that their environmental strategies increase  shareholder
 value have made that claim to financial analysts, and few have offered any sort of financial information to
 support such a claim.
          Underlying this lack of information exchange is another, more fundamental problem. Financial
 analysts  (both those in firms and in the financial services industry), environmental managers in firms, and
 environmental advocates  have different  professional  lexicons and  have different points of reference.
 However,  several groups, including the  Aspen Institute (1999) and  the Environmental Capital Markets
 Committee, have undertaken a series of meetings to discuss this problem. In addition, the New York Society
 of Security Analysts  and the Boston Security Analysts Society have sponsored a series of presentations in
 which  firms, financial analysts,  and  advocacy  organizations  addressed  the financial  importance  of
 environmental strategies.

          Lack of technical skills to understand how
          environmental strategies affect financial outcomes
          A survey by the United Nations Environment Programme (UNEP) Financial Institutions Initiative on
 the Environment indicated that the lack of means to translate environmental issues into financial terms was
 the greatest single barrier to integrating information about environmental strategies into financial analysis
 (PricewaterhouseCoopers 1999). This lack of technical skills is  compounded by the industry-by-industry
 variance in the importance and nature of the relationship between financial performance and environmental
 performance, limiting the ability of financial analysts who work for companies to articulate the value of those
 companies' environmental strategies. Within firms, few people are experienced with environmental and full-
 cost accounting, which enables managers to measure total environmental costs. Within the financial services
 industry, existing security valuation methodologies do not easily accommodate consideration of that portion
 of corporate value that is attributable to environmental strategies.

-------
                            BARRIERS TO INTEGRATING THE VALUE OF ENVIRONMENTAL STATEGIES INTO FINANCIAL ANALYSIS
                                     Barriers Erected by Environmental and
                                     Financial Regulatory Systems

                            Environmental and financial regulatory systems have inadvertently erected two barriers to integration of the
                            value of environmental strategies in  financial analysis. One barrier is a  lack of market mechanisms to
                            encourage implementation of environmental strategies that might increase the value of firms. The other is
                            impediments to consideration of a firm's environmental strategies in the making of investment decisions.

                                     Lack of market mechanisms to encourage
                                     environmental strategies that might increase the value of firms
                                     The existing environmental regulatory system generally is focused on promulgating and enforcing
                            emissions standards and makes Me use of market mechanisms that would provide economic incentives to
                            improve environmental performance beyond that required for regulatory compliance. In the environmental
                            regulation arena, there has been much discussion about incentive systems, such as emissions permit trading,
                            and their potential benefits to both environmental quality and the financial performance of firms. However,
                            with the notable exception of sulfur dioxide permit trading, which is generally perceived to have been of
                            both environmental and financial benefit, the incentives adopted in the United States have had only marginal
                            environmental or economic benefit (Beardsley 1997)  and their cost-effectiveness  is uncertain (Muir and
                            Forbes 1999).

                                    Impediments to consideration of  a firm's
                                    environmental strategies in the making  of investment decisions
                                    The rules defining the fiduciary responsibility of many institutional investors are easily construed
                           to prevent consideration of all but traditional financial factors in the selection of firms for inclusion in
                           investment portfolios. Although these rules do not explicitly state that investors should ignore environmental
                           strategies, they have been interpreted to express exactly that (Reed 1998). This interpretation is consistent
                           with fiduciaries' generally conservative nature, which has made them relatively slow to adopt a variety of
                           investment strategies that other investors considered standard practice  long before legal fiduciaries used
                           them.
                                    In a May 28,1998 opinion letter, the Department of Labor (DOL) has given pension plans comfort
                           that they may offer socially responsible investment alternatives under certain conditions. The letter makes it
                           clear that regulated pension plans under DOL's authority may screen out particular classes of companies,
                           but it does not address the question of whether these plans may consider environmental strategies in their
                           selection of the best possible investments.
                                    Even if investors did wish to consider such strategies, they would have difficulty doing so because
                           Securities and Exchange Commission (SEC) rules have not encouraged firms to disclose information about
                           their environmental performance. The basic principle of public disclosure is that companies should reveal
                           information that is material to investors. Therefore, if the environmental matters of a given company are
                           material to the company's financial performance, they should be disclosed. The SEC has proposed extensive
                           rules to address the broad  issue of corporate disclosure for investors and has provided guidance on what
                           constitutes "materiality" that does not reference environmental issues.
BL

-------
         CHAPTERS
         Recommendations
    he Environmental Capital Markets Committee began its deliberations with a broad directive, allowing it
to pursue its work along many paths. Through research and discussion, the  Committee made two key
decisions that eventually narrowed its analysis. First, the Committee chose to focus its analysis, and hence its
recommendations, on the potential benefits that equity investors could realize from a keener appreciation of
the connections between corporate environmental considerations and financial performance. Second, the
Committee chose not to address aspects of the relationship between corporate environmental performance
and financial performance that are governed by the  broad economic "rules of the game" referred to in
Chapter 2 and that therefore generally fall outside of EPA's authority.
        The Committee concluded that environmental strategies increasingly have the potential to benefit
firms financially and, therefore, equity investors. But it also concluded that certain barriers make leveraging
of the  relationship  between  environmental performance   and financial  performance  difficult.
Recommendations that should help remove these barriers are described below.
         Imprecise Terminology for
         Describing  Environmental Performance

To address the problem of imprecise terminology for describing environmental performance, the Committee
makes two recommendations to EPA.

         RECOMMENDATION  1s
        Promote the creation of industry-specific environmental performance benchmarks,
        such as resource use and emissions.

        Benchmarks would be particularly useful to those investors who believe that they can better
understand the  connection between financial  performance  and  environmental  performance by
understanding the latter in operational terms. Just as these investors need industry-specific financial ratios to
make comparisons among firms within a given industry, so too they need industry-specific environmental
performance benchmarks that reflect environmental trends and regulatory trends and that lend themselves
to incorporation in  financial  measures. EPA could support development of meaningful benchmarks in
collaboration with investors, companies, industry associations, and other stakeholders. The benchmarks
should complement  the environmental outlook reports described in Recommendation 6.

-------
CHMTER3;
                        RECOMMENDATIONS
                                 RECOMMENDATION 2:
                                 Continue to provide technical assistance for ongoing efforts to standardize key
                                 aspects of corporate environmental disclosure.

                                 Lack of uniformity in disclosure of environmental performance precludes effective comparisons of
                        such performance among firms by investors. Moreover, without greater standardization of such disclosure,
                        firms will find comparison of their own environmental performance with that of other firms difficult.
                        Therefore, EPA should provide technical assistance to current efforts to standardize key aspects of corporate
                        environmental disclosure.  These efforts include  the  Global  Reporting Initiative of  the  Coalition for
                        Environmentally Responsible Economies (CERES) and the work of the World Business Council on Sustainable
                        Development's Task Force on eco-efficiency metrics.
                                 Lack of Information Exchange and a Common
                                 Language for Describing Environmental Strategies

                        The Committee makes four recommendations to EPA to promote information exchange and a common
                        language for describing environmental strategies.

                                 RECOMMENDATION 3:
                                Identify a single office to take responsibility for strategic planning of all EPA activities
                                that relate to the financial services industry.

                                At present, EPA is engaged in a variety of activities that relate to the financial services industry. For
                        example, the Agency has promoted the use of environmental accounting and provided funding for research
                        on the relationship between environmental performance and financial performance. More recently, those
                        responsible for EPA's programs to promote energy efficiency have begun working with equity investment
                        analysts to develop the argument that investors should  care about the energy use of firms in  certain
                        industries. The impact of these and similar efforts would be greater if a single body—such as the office that
                        supports the Environmental Financial Advisory Board—were responsible for the strategic planning of all
                        Agency activities that relate to the financial services industry. EPA should consider expansion of the authority
                        and resources of an office to carry out this mandate and to implement the other recommendations made in
                        this report.

                                RECOMMENDATION 4;
                                Give designated EPA personnel responsibility for targeting communications about
                                the potential financial benefits of certain environmental strategies to the financial
                                services industry, particularly equity investors and analysts, as well as to government
                                agencies with financial regulatory responsibilities, such as the Department of the
                                Treasury and the Securities and Exchange Commission.

                                The financial value of environmental strategies must be communicated to equity investors and
                        others in the financial services industry. To this end, EPA should work with other government agencies and
                        with representatives of each segment of the industry to convene workshops,  meetings, and other forums to
                        convey relevant information. These events should highlight relevant research and the actual experience of

-------

-------
OWTCR3:
                        RECOMMENDATIONS
                                  RECOMMENDATION 8:
                                 In collaboration with professional investment organizations, support development of
                                 equity valuation techniques that incorporate the financial consequences of
                                 environmental strategies.

                                 EPA already funds outside research on the linkage of financial performance and environmental
                        performance. It should extend its support to efforts that relate environmental strategies to research in the
                        general field of security valuation—specifically, research that addresses valuation of competitive advantages
                        and intangible assets, such as research and development. It also should support the development of models
                        that  would help assess  the effect of future environmental  regulations  on firms  employing  different
                        environmental strategies in the same market. This research  should focus  on application of valuation
                        techniques (as opposed to theoretical work) and should involve professional investment organizations.
                                 Lack  of Market Mechanisms to  Promote
                                 Environmental Strategies That Might Increase the
                                 Value of Firms

                        To promote environmental strategies that might increase the value of firms, the Committee makes one
                        recommendation to EPA.

                                 RECOMMENDATION 9:
                                Continue to promote market-oriented approaches to environmental
                                protection and develop performance-based regulatory frameworks.

                                Incentive systems can provide financial benefits to firms whose efforts go well beyond minimal
                        environmental compliance—benefits that financial analysts can take into consideration in decisions about
                        equity investments. Perhaps the best-known incentive system is emissions permit trading. The United States
                        has the greatest body of experience with trading of sulfur dioxide emissions permits. At present, EPA is
                        exploring use of permit trading in efforts to control nitrogen oxide emissions in the eastern United States.
                                Regulatory schemes that provide regulatory flexibility in exchange for the  meeting of high,
                        voluntary standards of environmental performance, such as the European Union's  Eco-Management Audit
                        Scheme (EMAS), can yield financial benefits. Under these schemes, firms whose environmental performance
                        in one area is better  than that required by law are  given flexibility in meeting regulatory standards for
                        environmental protection in other areas, as long as such flexibility is consistent with the achievement of a
                        net environmental benefit and does not substantively sacrifice environmental protection on any one front.

-------
GREEN DIVIDENDS? THE RELATIONSHIP BETWEEN FIRMS' ENVIRONMENTAL PERFORMANCE AND FINANCIAL PERFORMANCE
                                                                                                           CHAPTERS
         Impediments to Consideration  of a Firms
         Environmental Strategies in  the Making  of Investment
         Decisions

To encourage consideration of environmental strategies in the selection of firms for inclusion in investment
portfolios, the Committee makes two recommendations to EPA.

         RECOMMENDATION  10:
        Discuss with the Department of Labor any possible changes in its policies that could
        give investors subject to its regulatory authority clear guidance that the financial
        implications of corporate environmental strategy are an appropriate investment
        consideration.

         The Department of Labor (DOL) guides investment of immense amounts of capital in its capacity
as regulator of many pension funds. DOL rules defining fiduciary responsibility  can be interpreted to
preclude consideration of all but traditional financial considerations. As noted in Chapter 2, a recent DOL
opinion letter assures pension plan sponsors that  under specific conditions they  may offer socially
responsible investment options in  defined  contribution plans.  However, the letter  offers  no  guidance
concerning the appropriateness of using environmental strategies as  a criterion in the selection of firms for
investment.
         RECOMMENDATION  11:
         Maintain a dialogue with the Securities and Exchange Commission to promote
         changes in corporate disclosure that would give investors more relevant information
         about the environmental performance of companies.

         The Securities and Exchange Commission (SEC) prescribes the framework governing financial
disclosure by publicly traded firms. In Staff Accounting Bulletin (SAB) 99, the SEC made it clear that there is
no threshold,  or "bright line," for determination of materiality. Instead, it recommends  that a number of
factors be considered in making this determination. EPA should work with the SEC and other parties to
develop guidance for companies with respect to application of the principles of SAB 99 in the context of
environmental performance, and the ERA-SEC Working Group should assist in this effort.

-------

-------
         Conclusions
     he Committee believes that the adage "capital follows, it doesn't lead" aptly summarizes the reason why
the financial services industry will not exert overt pressure to demand better environmental performance by
its corporate  clients. When leading firms  in  many sectors  can quantitatively demonstrate that their
environmental strategies have made significant contributions to their operating margins and net profits, they
will be rewarded by the financial markets, and pressure will build for environmental laggards to improve.
         The challenges of identifying any "hidden value" in a firm's environmental strategies are similar to
the difficulties of identifying the marginal value in a firm's information strategies. Although many firms have
come to view their information management strategies as an integral part of their comprehensive strategic
business plans, valuing a company's information assets and the competitive advantage that its information
strategies might yield is still a very uncertain science. So too is valuing a firm's environmental strategies and
performance.
         And even though most mainstream members of the financial services industry currently feel that a
firm's environmental strategies are a minor consideration at best, and that they are overshadowed by other
value-drivers,  environmental issues  will  continue to grow in importance. Moreover, as competition in the
global marketplace intensifies, both individual firms and the financial analysts that deal with them will be
pressed to maintain profitability; developing the tools and methodologies to identify and capitalize on
environmental trends will likely be one way to do so.
         Although EPA's role in these efforts may be limited, it is nevertheless important. By concentrating
its resources on  enhancing the utility of the information that it provides, EPA will contribute to greater
efficiency  in financial  markets, which will ultimately benefit  investors,  progressive  companies, and the
environment.

-------

-------
References

3M. 1998. 3M Pollution Prevention Pays: Moving Toward Environmental Sustainability.
         St. Paul, Minnesota: 3M.
Arnold, Matthew, and Robert Day. 1998. The Next Bottom Line: Making Sustainable Development Tangible.
         Washington, DC: World Resources Institute.
Aspen Institute. 1999. Uncovering Value: Integrating Environmental and Financial Performance.
         Washington, DC: Aspen Institute.
Beardsley, Daniel. 1997. Incentives for Environmental Improvement: An Assessment of Selected Innovative
         Programs in the United States and Europe. Washington, DC: Global Environmental Management
         Initiative.
Chan-Kshel, Michelle. 1998. Risk Exposure: Revealing Environmental Risks to Financiers. Washington, DC:
         Friends of the Earth.
Congressional Budget Office. The Total Costs of Cleaning Up Nonfederal Superfund Sites. Washington, DC:
         The Congress of the United States, Congressional Budget Office.
Descano, Linda, and Bradford Gentry. 1998. Communicating Environmental Performance to the Capital
         Markets. Corporate Environmental Strategy. Spring 1998:  14-19.
DeSimone, Livio D., and Frank Popoff with  The World Business Council for Sustainable Development.
         1997. Eco-efficiency: The Business Link to Sustainable Development. Cambridge, Massachusetts:
         MIT Press.
Ganzi and Dunn. 1995.  Global Survey on Environmental Policies and Practices of the Financial Services
         Industry. United Nations Environment Programme.
Ganzi, John T., and Julie Tanner. 1996. Global Survey on Environmental Policies and Practices of the
         Financial Services Industry: The Private Sector. Washington, DC: National Wildlife Federation.
Ganzi, John, and Anne DeVries. 1998. Corporate Environmental Performance as a Factor in Financial
         Industry Decisions. Washington, DC: U.S. Environmental Protection Agency, Office of
         Cooperative Environmental Management.
Gentry, Bradford S., and Lisa O.  Fernandez. 1997. Valuing the Environment: How Fortune 500 CFOs and
         Analysts Measure Corporate Performance. U.N. Development Programme, Office of
         Development Studies.
Kinsella, Susan et al. 1999. Welfare for Waste-. How Federal Taxpayer Subsidies Waste Resources and
         Discourage Recycling. Athens, Georgia: GrassRoots Recycling Network.
Hart, Stuart. 1997. Beyond Greening: Strategies for a Sustainable World. Harvard Business Review.
         January-February.
Kiernan, Matthew, and Jonathan Levinson. 1998. Environment Drives Financial Performance:
         The Jury Is In. Environmental Quality Management. Winter 1997: 1-7.
Korsvold, Age, et al. 1997. Environmental Performance and Shareholder Value. World Business Council
         for Sustainable Development.

-------
 REFERENCES
 Muir, Warren W, and Malcom Forbes Baldwin. 1999. Environmental Incentives. Alexandria, Virginia: The
          Hampshire Research Institute.

 Porter, Michael, and Claas Van Der Linde. 1995. Green and Competitive: Ending the Stalemate. Harvard
          Business Review. September-October.

 PricewaterhouseCoopers. 1999- UNEP Financial Institutions Initiative 1998 Survey. United Nations
          Environment Programme.

 Probst, Katherine, and Paul Portney. 1992. Assigning Liability for Superfund Cleanups: An Analysis of
          Policy Options. Washington, DC: Resources for the Future.

 Ranganathan, Janet. 1998. Sustainability Milestones: A State of Play in Sustainability Measurement and
          Reporting. Washington, DC: World Resources Institute.

 Reed, Donald. 1998. Green Shareholder Value: Hype or Hit? Washington, DC: World Resources Institute.

 Reinhart, Forest, and Richard Victor. 1989. DuPont Freon Products Division (A: Classroom Case).
          Case No. 9389111. Boston: Harvard Business School Press.

 Resetar, Susan. 1999- Technology Forces at Work: Profiles of Environmental Research and Development at
         DuPont, Intel, Monsanto, and Xerox. Washington, DC: RAND Science and Technology Policy
         Institute.

Schmidheiny, Stephan, and Federico J. L.  Zorraquin with the World Business Council for Sustainable
         Development. 1996. Financing Change: The Financial Community, Eco-Efficiency, and
         Sustainable Development. Cambridge, Massachusetts: MT Press.

Singleton, Pamela, and Celeste Elia. 1998. Interface, Inc. (Class A): Yet Another Record Quarter.
         Merrill Lynch.

Skillius, Asa, and Ulrika Wennberg. 1998.  Continuity, Credibility and Comparability: Key Challenges for
         Corporate Environmental Performance Measurement and Communication.  European
         Environmental Agency.

-------