Scenarios, Stress Tests and Strategies for 2016

Research Paper
Mehmet Bayraktar, Remy Briand, Jesse Phillips, Carlo Acerbi, Roman Kouzmenko, Andrei Morozov, Thomas Verbraken, Raghu Suryanarayanan, Jahiz Barlas
January 19, 2016
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Heading into 2016, MSCI examined 12 stress points globally to be used in quantifying the effect on portfolios of a range of shifts in markets, liquidity and the macroeconomy. These stress points include the prospect of additional interest-rate hikes by the Federal Reserve, weakness in the eurozone and a deceleration in Chinese economic growth.
Andrei Morozov
Andrei Morozov
Executive Director, Equity Factor Modeling Research
Mehmet Bayraktar
Mehmet Bayraktar
Head of Multi Asset Class Research
Remy Briand
Remy Briand
Head of ESG
Jesse Phillips
Jesse Phillips
Fixed Income and Multi Asset Class Applied Research
Carlo Acerbi
Carlo Acerbi
Managing Director and Head of Risk Management Research
Raghu Suryanarayanan
Raghu Suryanarayanan
Executive Director, Multi-Asset Class Research
Thomas Verbraken
Thomas Verbraken
Executive Director, MSCI Research
Roman Kouzmenko
Roman Kouzmenko
Executive Director, MSCI Core Equity Research
Jahiz Barlas
Jahiz Barlas

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