MSCI in Practice: Assessing liquidity risk in turbulent times

In this session, we’ll provide an overview of MSCI LiquidityMetrics and explore how liquidity conditions evolved during recent periods of market turbulence. We’ll also highlight key enhancements to MSCI’s liquidity models, including the integration of swing pricing and anti-dilution levies, designed to offer more accurate and actionable insights for portfolio and risk management. Learn how these advancements help asset managers and institutional investors better assess redemption impacts and manage liquidity risk in today’s volatile environment.

Agenda Topics:

• MSCI LiquidityMetrics overview
• Evolution of liquidity during the recent turbulent period
• MSCI Liquidity model enhancements
• Incorporating Swing pricing and anti-dilution levies