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151****3881 · 2024年07月09日

出处

NO.PZ2024010507000019

问题如下:

Which of the following factors are least likely to be considered by credit rating agencies (CRAs)?

选项:

A.Environmental risk and religious or ethical risk

B.Bankruptcy risk, litigation risk, and human capital risk

C.Environmental risk, standard credit ratio analysis, and governance risk

解释:

A is correct. Credit investors are typically concerned about downside risk. The G component of ESG, rather than the E or S component, is viewed as most directly related to preventing downside risk. The set of factors in option B includes E and S issues and is thus least likely to be considered by CRAs.

请老师标明出处, 以及/CRA 评级相关性是强还是弱的知识点出处 谢谢

1 个答案

Tina_品职助教 · 2024年07月09日

嗨,爱思考的PZer你好:


A选项的宗教和道德风险是不在信用风险的考虑范围里的。 其它的都有涉及~ ESG于CRA 评级相关性并不是强或是弱,而是在固定收益的评级中会考虑ESG因素~

同学可以看下课件P79/80 /81


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