Read the stories which MSCI has featured recently, covering topics relating through to indexes, portfolio analytics, real estate and ESG.
MSCI Analytics wins Chartis and Risk Magazine top awards
MSCI has ticked up two places, to third overall, in the latest annual ranking by Chartis of the top 100 risk technology providers in the world.
KNEIP and MSCI will partner on PRIIPS KID Production for EU Clients
Aug 25, 2016: MSCI and KNEIP Communication S.A., based in Luxembourg, are teaming up to help clients meet their obligations under new regulations that become effective next year for Packaged Retail Investment and Insurance-based Investment Products (PRIIPs) produced or sold in the EU.
MSCI Launches Global Data Standards for Real Estate Investment
July 13, 2016: As institutional investors continue to explore real estate as an alternative to stocks and bonds, they look abroad for opportunity sets beyond their home markets.
The fallout from Brexit is matching MSCI’s scenarios
June 29, 2016: The U.K.’s decision to leave the European Union is reverberating across financial markets roughly in ways that MSCI anticipated it might.
MSCI Boosts Flexibility with Analytics Enhancements
June 9, 2016: Asset managers have been using MSCI risk models for years—the vendor has been in this game for four decades—and according to the most recent P&I rankings, 97 of the top 100 largest money managers are MSCI clients.
A Sharper Focus on U.K. Stocks: Barra UK Total Market Equity Model
May 18, 2016: For more than 30 years, institutional investors have relied on Barra models to help better manage portfolios and understand market risks.
Measuring and Managing Risk of Private Assets in Global Portfolios
April 28, 2016: Private assets, including private equity and commercial real estate, constitute major components of the portfolios of many institutional investors, but risk management for these asset classes has not kept pace.
MSCI Named “Best Sell-Side Market Risk Product” for 2016
April 22, 2016: MSCI has earned top honors among providers of market risk technology for its ability to help banks and other institutional investors make better-informed decisions about their trades.
The MSCI Macroeconomic Risk Model and scenario analysis service
April 16, 2016: From the risks of a hard landing in China to the future course of U.S. interest rates, today’s institutional investors face persistent global macroeconomic uncertainties.
Time to model a Fed rate hike
Mar 3, 2016: How much has changed in the past 90 days? That’s the question that confronts officials at the Federal Reserve and institutional investors everywhere ahead of March 15, when the U.S. central bank will decide whether to raise short-term interest rates for the first time since December.
How minimum volatility has performed amid the turbulence
Feb 26, 2016: The popularity of low-volatility strategies during the latest period of market turbulence has not diminished their effectiveness.
Constructing Low Volatility Strategies
Jan 25, 2016: Since the 2008 financial crisis, institutional investors have sought new methods of managing risk and increasing returns while maintaining exposure to equities. That may explain why the MSCI Minimum Volatility Indexes, which historically outperformed in defensive markets, are now the most popular MSCI factor indexes.
How High-Dividend Stocks Fared When the Fed Tightened
Jan 15, 2016: When the Federal Reserve hiked short-term interest rates on December 16, 2015, it announced that it may make further “gradual increases” when economic conditions permit. Does that mean high-dividend stocks will lose their appeal when higher rates finally arrive?
How Wide Is Your Market View? Introducing the MSCI Global Equity Content Set
Jan 13, 2016: After China’s stock market jolted equity portfolios around the world in the first days of 2016, it became clear that links among markets are deeper and more complex than ever. MSCI’s new Global Equity Content Set offers investment professionals a more robust view of risk and return across national borders.
What are the five ESG trends to watch in 2016?
Jan 11, 2016: In our annual report, we highlight the key environmental, social and governance (ESG) trends that are top of mind for investors going into the New Year. In 2016, these trends reflect a softening economy, a long-term shift to a low carbon economy, a generational changeover and institutional forces.
Stress Testing for a Fed Rate Hike with Three Scenarios
Dec 14, 2015: In a November poll of academic and business economists surveyed by The Wall Street Journal, 92% said they expected the Federal Reserve to raise interest rates in December, the first such hike in more than nine years.
MSCI Study Sees Global Benefits in Strong Corporate Governance
Dec 7, 2015: Institutional investors have often criticized corporate boards, but some directors themselves have concerns about the boards on which they serve.
ESG Research Shows Benefits of Gender Diversity on Boards
Nov 30, 2015: Gender diversity on corporate boards is gaining momentum around the world against a backdrop of more inclusive leadership in government and industry.
The US Securities and Exchange Commission proposes new liquidity management rules
Nov 18, 2015: On September 22 the U.S. Securities and Exchange Commission voted to propose new rules for promoting effective liquidity risk management by open-end and exchange-traded funds.
Volkswagen Scandal Underlines Need for ESG Analysis
Oct 26, 2015: In September, German car manufacturer Volkswagen came under fire after admitting defective devices were installed on 11 million vehicles to cheat on emissions tests, leading to CEO Martin Winterkom’s resignation.
DEMYSTIFYING THE MARKET STORM: A FACTOR PERSPECTIVE
Aug 26, 2015: Many market observers could see signs of a coming storm long before stock prices started to slide. Among these indicators were outflows from the large pool of global capital that has flooded emerging markets over the past few years, continued low global interest rates, rising Chinese debt levels and relaxed margin limits....
MSCI BARRA® U.S. TOTAL MARKET EQUITY MODEL SUITE
June 15, 2015: Based on the latest research methodologies, the models in the Barra U.S. Total Market Equity Model suite are designed to provide insight across the investment process, ranging from portfolio construction and risk monitoring to trading.
MAXIMIZING FACTOR EXPOSURE WHILE CONTROLLING VOLATILITY
May 27, 2015: Multi-factor indexes are important tools for investors seeking diversified exposure to factors that have historically outperformed the market over long periods. However investors may want to maximize their exposure to the underlying factors while still maintaining a market-like risk profile.
INTRODUCING THE NEW MSCI REAL ESTATE INDEX MODULE
May 21, 2015: In response to the needs of global real estate investors, we have launched the MSCI Real Estate Index Module: a broad suite of over 180 real estate indexes, designed to represent the performance of global real estate investment opportunities.
China A-shares: MSCI’s Announcement
May 10, 2015: MSCI conducts an annual review of all countries we include in our indexes. This review helps to ensure that our indexes remain relevant and accurate investment tools for our clients, and that they continue to accurately reflect the equity markets that they are measuring.
April 20, 2015: MSCI has developed a methodology to back-test Expected Shortfall, a risk measure that has been proposed by the Basel Committee on Banking Supervision as an alternative to Value at Risk (VAR). Expected Shortfall is defined as an average of losses in excess of a given VAR level.
Providing transparency and standards to the global real estate industry
April 20, 2015: Real estate is an important asset class – and one that is quickly evolving. Pension funds, insurance companies and sovereign wealth funds have long held real estate in their multi-asset class portfolios, primarily as a source of diversification.