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Showing 111 - 118 of 118 entries

  1. BLOG

    The SEC’s new liquidity risk rules: Now comes the challenge 

    Nov 10, 2016 Carlo Acerbi

    Risk Management

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    The U.S. Securities and Exchange Commission’s new liquidity rules mark the most ambitious ever initiative against investor dilution — the unfair costs an investor may suffer when assets are not liquid enough to meet redemption requests.

  2. BLOG

    How low interest rates may impact your portfolio 

    Oct 6, 2016 Carlo Acerbi

    Risk Management , Global Investing , Integrated Risk Management

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    Slow growth and a shortage of safe assets have led major central banks to maintain monetary policies that include short-term interest rates near or below zero. The policies, which aim to encourage businesses and consumers to borrow and spend, have lowered bond yields, distorted yield curves, shifted the composition of central banks’ balance sheets toward riskier assets and sent savers in search of yield. The persistence of low growth and a lack of inflation also have led investors to wonder whether such policies still pack any punch.

  3. BLOG

    What the rise in populism may mean for your portfolio 

    Jul 14, 2016 Remy Briand

    Risk Management

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    The decision by a majority of U.K. voters to leave the European Union shines a light on fissures between perceived winners and losers from globalized markets and highlights for investors the importance of factoring the consequences of inequality and popular discontent into their views.

  4. BLOG

    When stress tests become reality: which scenario after Brexit? 

    Jun 27, 2016 Remy Briand

    Risk Management

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    In recent years, we have emphasized repeatedly that investors need to have a forward-looking view of risk, to anticipate and model extreme events, and, if appropriate, act to ensure their ability to withstand them. Some scenarios never materialize while others, including the U.K. deciding to leave the European Union, do.

  5. BLOG

    How the Brexit vote may impact your portfolio 

    Jun 24, 2016 Dimitris Melas

    Risk Management

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    While the long-term consequences for investors of the decision by U.K. voters to leave the European Union may take time to unfold, our analysis of the months that preceded the referendum shows that tremors from Brexit already have stirred up markets and upped systemic risk for Britain compared with developed markets generally. The question now is whether the waves will continue and how they may (or may not) intensify.

  6. BLOG

    Our first-quarter review of global stress points 

    Apr 27, 2016 Remy Briand

    Risk Management

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    Market movements in the first three months of the year reflected wide gyrations in investors’ assumptions about macroeconomic conditions and asset pricing.

  7. BLOG

    Review of returns across asset classes – first quarter 2016 

    Apr 20, 2016

    Risk Management

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    On a quarterly basis, MSCI reviews the principal asset classes in the preceding three months through the prism of MSCI’s factor models, which are used by investors to manage risk and construct portfolios.

  8. BLOG

    LOST IN THE CROWD? 

    Jun 22, 2015 Mehmet Bayraktar

    Risk Management

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    The “quant meltdown” of 2007 and the subsequent global financial crisis highlighted the risks of crowded investment strategies. The recent growth of “smart beta” indexes and their use in ETFs has added to concerns about crowding.

Showing 111 - 118 of 118 entries