NO.PZ2022120703000070
问题如下:
Which of the following statements is most accurate?
选项:
A.ESG ratings have a weak correlation to those of other rating agencies; credit ratings have a weak correlation to those of other rating agencies
B.ESG ratings have a weak correlation to those of other rating agencies; credit ratings have a strong correlation to those of other rating agencies
C.ESG ratings have a strong correlation to those of other rating agencies; credit ratings have a strong correlation to those of other rating agencies
解释:
B is correct because "ESG ratings do not correlate like bond credit ratings, nor do agencies use the same methods of scoring." Further, "currently there is limited consensus amongst investors on ESG ratings … However, this is somewhat different to CRAs, which typically have highly correlated credit ratings."
A is incorrect because credit ratings have strong correlation with each other.
C is incorrect because ESG ratings do not have a strong correlation to each other.
请问这个知识点在哪里有提到