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呜啦啦 · 2023年05月23日

这道题不是很懂

  1. ESG
  2. ESG integrated portfolio construction and management

NO.PZ2022120703000083

问题如下：

The Task Force on Climate-related Financial Disclosures (TCFD) recommends that portfolio managers treat carbon exposure on a(n):

选项：

A.asset basis.

B.company basis.

C.portfolio-weighted basis.

解释：

C is correct because "recommendations by the TCFD provide an important example, for both a move towards ESG standards convergence and in elevating risk exposure metrics to the portfolio level from the underlying asset level. Where carbon intensity was previously determined in the form of carbon footprint on a per company or per asset basis, portfolio managers may now treat carbon exposure on a portfolio-weighted basis. Weighted-average carbon intensity measures a portfolio’s exposure to carbon-intensive companies on a position-weighted carbon exposure."

A is incorrect because "recommendations by the TCFD provide an important example, for both a move towards ESG standards convergence and in elevating risk exposure metrics to the portfolio level from the underlying asset level. Where carbon intensity was previously determined in the form of carbon footprint on a per company or per asset basis, portfolio managers may now treat carbon exposure on a portfolio-weighted basis. Weighted-average carbon intensity measures a portfolio’s exposure to carbon-intensive companies on a position-weighted carbon exposure."

B is incorrect because "recommendations by the TCFD provide an important example, for both a move towards ESG standards convergence and in elevating risk exposure metrics to the portfolio level from the underlying asset level. Where carbon intensity was previously determined in the form of carbon footprint on a per company or per asset basis, portfolio managers may now treat carbon exposure on a portfolio-weighted basis. Weighted-average carbon intensity measures a portfolio’s exposure to carbon-intensive companies on a position-weighted carbon exposure."

请详细讲一下这道题的思路

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2 个答案

Tina_品职助教 · 2023年07月25日

嗨，努力学习的PZer你好：


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就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

Tina_品职助教 · 2023年05月23日

嗨，努力学习的PZer你好：


这个题问的是， (TCFD)建议投资组合经理如何来考虑碳风险敞口？

TCFD 就是将碳风险敞口的指标从基础资产水平提高到了投资组合水平。以前，碳强度以每家公司或每项资产的碳足迹形式确定。现在，投资组合管理人可以按投资组合的加权来衡量组合的碳敞口水平。加权平均的碳强度指标可以衡量投资组合基于持仓比重而暴露于碳密集型公司的敞口。

所以这个题，TCFD是建议投资组合经理在组合加权的基础上来考虑碳风险敞口，所以C正确。


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加油吧，让我们一起遇见更好的自己！

嗨森 · 2023年07月25日

讲义在哪里有呢

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