Daily Fixed-Income Insights
Could Investment Grade Be as Risky as High Yield?
Fixed Income 2021: Climate, Credit & Inflation
Fixed Income Indexes Blurb
Announcing the Launch of CAD Currency Fixed Income Indexes
Building on MSCI's market leading Climate, ESG and Factor (Carry, Quality, Value, Size and Risk) capabilities, we have extended our range of differentiated Fixed Income Indexes with the launch of CAD currency especially relevant to Canadian investors.
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Our Latest Research
What Could a Rate Hike Mean for Portfolios?Jul 22, 2021
Although the Federal Reserve may not begin raising rates anytime soon, U.S. and global markets are scrutinizing the Fed’s communications about the likely course of policy actions. We consider three scenarios for the timing of policy responses.
MSCI Liquidity Risk MonitorJul 12, 2021
The MSCI Liquidity Risk Monitor is a quarterly publication that shows the development of several liquidity risk indicators over the previous 12 months.
Chinese RMBS: A Way to Diversify Fixed-Income Portfolios?Jul 7, 2021
The market in Chinese residential mortgage-backed securities is growing, as global investors are eying the segment’s relatively high yield and potential for diversification, but seeking improved credit ratings and transparency in data and pricing.
Securitized Products’ LIBOR Transition Picking Up PaceJun 22, 2021
In 2021, there has been significant progress in the transition from the LIBOR reference rate to its replacement, SOFR. But investors in securitized products are grappling with the challenge of the LIBOR-SOFR transition and its impact on their analytics.
CDS Fading as a Measure of Value in Emerging MarketsJun 17, 2021
Credit investors use spreads to compare relative value and risk. Studies of emerging-market sovereign debt have shown that credit-default swaps tended to be a better measure of value than spreads computed from bonds. But is it still the case?
What Can Loan-Level Data Reveal About US Auto-Loan ABS?Jun 15, 2021
U.S. regulators required issuers by Nov. 23, 2016, to disclose data on individual loans bundled into auto-loan asset-backed securities. We looked at whether incorporating loan-level data into our model could sharpen our analysis of this ABS segment.
Why Is Climate-Transition Risk High in High Yield?May 6, 2021
Investors increasingly focus on building greener portfolios. Some might expect bonds to be less exposed to climate-transition risk compared to equities, due to the seniority of bonds in the capital structure. But does that logic hold at the portfolio level?
US House Price Projections from the Impact of the CoronavirusApr 30, 2021
Could coronavirus-induced economic shocks hurt U.S. house prices as much as the 2008 global financial crisis did? This article identifies four drivers that could produce much milder house-price depreciation this time.