A sustainability rating, or ESG rating, represents an appropriate integration of the information on business risk deriving from the more consolidated credit rating. An integrated approach that involves a joint assessment of the financial solidity of a company (credit rating) and its sustainability (or solidity of the business model), allows for innovating risk management activity by making it more pervasive, analytic, and thus reliable. This produces a concrete opportunity in terms of reduction of the weighted average cost of capital. Sustainability, observed also with the contribution of the ESG rating, will no longer be a differential factor, but will rise to the position of a fundamental factor in processes of business evaluation.