CFA协会ESG考试题库综合试题十一

CFA协会ESG考试题库综合试题十一

1. What of the followings is the first stage of ESG integration?

a) Research

b) Valuation

c) Portfolio construction

2. Which of the following is true about the relationship between a regulator and a company?

a) It is always an intangible asset

b) It is always an intangible liability

c) It may be an intangible asset or an intangible liability

3. Which of the following is the first step about developing a scorecard?

a) Identify sector- or company-specific ESG items

b) Assess a company and give it a score

c) Benchmark the company’s performance against industry averages or peer group

4. Which of the following is not risk mapping?

a) Carbon footprinting

b) Active engagement

c) Testing portfolios against different climate scenarios

5. Which of the following is most important for measuring downside risks for bonds?

a) Environmental factors

b) Social factors

c) Governance factors

6. What is the correlation between ESG factors and non-ESG factors?

a) Not related

b) Positive correlation

c) Negative correlation

7. Which of the following is true about ESG in credit area?

a) Their relationship has evolved in the past few years

b) ESG factors is not used in credit area

c) All ESG factors are material in credit area

8. What is the advantage of a multi-factor model over a smart beta strategy?

a) It can enhance return

b) It can diversify risk

c) It is easy for management

9. Which is the following is true?

a) Clean energy tends to be a pro-cyclical growth sector

b) Water related sector tends to be a pro-cyclical growth sector

c) Pro-cyclical growth sector is more stable and used as hedges against inflation

10. Which of the following is true to treat carbon exposure under TCFD?

a) Price-weighted basis

b) Portfolio-weighted basis

c) Volume-weighted basis

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