Risk models that reflect how you invest

MSCI Custom Covariance lets you configure MAC Factor Model parameters to reflect your investment approach and market view.

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Book a demo to see how you can:

Customize models to reflect your market view

Adjust half-life, volatility and correlation windows to run multi-regime scenario analysis based on your latest market views.

Align risk insights with your strategy

Configure estimation parameters to match your investment horizon, whether that means capturing regime shifts faster or filtering out short-term noise for long-term decisions.

Integrate outputs into existing workflows

Access Custom Covariance across BarraOne, MSCI ONE, APIs and Snowflake. On-demand results are available immediately; weekly scheduled updates are available for official reporting.

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Configure model parameters to suit your strategy

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