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荒诞的肉丸 · 2024年03月31日

b为什么不对

  1. ESG
  2. ESG integrated portfolio construction and management

NO.PZ2024010508000019

问题如下：

A portfolio manager is creating a bond fund with an ESG tilt. In constructing the portfolio, the manager will:

选项：

A.be limited to short-term maturities to avoid climate risk. B.be able to select green bonds based on a universally accepted ranking system. C.have a smaller investable universe to select from for sovereign bonds compared to corporate bonds.

解释：

C is correct. An ESG-tilted portfolio could hold both corporate and sovereign debt, but the investable universe for sovereign debt is much smaller than the number of corporates that issue corporate debt. While sovereign debt outstanding in money terms is exceptionally large, the number of sovereign issuers is far lower than the number of corporate issuers. There is not currently a universally accepted ranking system for green bonds. If the manager is concerned about a particular issuer’s ability to manage climate risk, the manager might limit the investment in that issuer’s debt to shorter maturities, but that would not apply to all bonds in the portfolio.

b为什么不对


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Tina_品职助教 · 2024年04月01日

嗨，努力学习的PZer你好：


“目前没有一个普遍接受的绿色债券排名系统”，选项B描述的情况不符合实际情况。绿色债券市场虽然发展迅速，但在评价标准和认证方面仍然存在多样性，投资者和投资经理在选择这些债券时需要依赖多种评估工具和个别评级机构的评价，而不能简单地依靠一个“普遍接受的排名系统”。这种情况增加了投资决策的复杂性，也是选项B不正确的主要原因。

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