金同学2024-07-10 09:15:59
How to understand equal weighted has lower credit deterioration? Equal weighted has small cap bias, comparing with big cap stocks, small cap stocks should have lower credit level.
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婷婷2024-07-10 09:39:52
同学你好,
对于credit migration risk来说,也就是credit deterioration。这个一定是高评级向低评级的影响比低评级向更低评级的影响大,因为本身小市值偏向本身会比大市值偏向的评级来的更低,同样是信用恶化,小市值偏向本身的影响对比来说会更小。
祝顺利通过~
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