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Fixed Income 2021: Climate, Credit & Inflation
Fixed Income Indexes Blurb
MSCI launches High Yield Fixed Income Climate Paris Aligned Indexes
MSCI is pleased to announce the launch of High Yield Fixed Income Climate Paris Aligned Indexes to help investors implement net-zero strategies in their portfolios. The indexes are designed to minimize the exposure to the physical and transition risks of climate change and increase target exposure to sustainable investment opportunities.
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Our Latest Research
How ‘Greenflation’ Could Impact Bond ReturnsJan 14, 2022
Investors and policymakers are increasingly focused on the fact that a transition to a low-carbon economy could result in “greenflation,” which could put upward pressure on long-term interest rates and in turn lead to downward repricing of bond portfolios.
MSCI Liquidity Risk Monitor ReportJan 11, 2022
Liquidity Risk Monitor Report highlights the trends of select liquidity risk indicators, involving U.S. and non-U.S. corporate bonds and bank loans liquidity, and is designed to help you identify strategies for liquidity risk management.
Higher Agency Loan-Size Limit: A Booster Shot in ARMs?Jan 10, 2022
Securitizations for U.S. agency adjustable-rate mortgages have declined since the 2008 global financial crisis. But could a loan-limit increase by the government-sponsored enterprises, boost issuance of agency-ARM mortgage-backed securities?
The Future of Factor InvestingJan 7, 2022
We discuss three trends shaping the future of factor investing: continued evolution of traditional factor models, innovation in data sources and modeling and the potential disruption of integrating factor strategies into the asset-allocation process.
Which Companies Lost Most in Europe’s Lost Decade?Dec 14, 2021
If uncertainties over deglobalization persists, the performance divide between Europe and the U.S. could widen further. Have European firms been more at risk, given they have had more international revenue than U.S. companies?
Did Deglobalization Add to Inflation Woes?Dec 13, 2021
Inflation watchers, aware of how COVID-19 led to trillions of dollars of stimulus, may want to note the longer-term shift toward deglobalization. As these forces collide, they may lead to rising global inflation and affect asset-allocation strategies.
After Evergrande: Bond Liquidity of Chinese Property DevelopersNov 17, 2021
Evergrande, one of China’s largest and most indebted property developers, had a recent close brush with bankruptcy that generated considerable concern among global bond investors. In this time of distress, how has market liquidity responded?
Can Green Spreads Uncover ESG's Influence on Bond Prices?Nov 11, 2021
Investors increasingly seek to build portfolios that have reduced exposure to climate-transition risk. How might these changes in investor behavior have affected prices in the corporate-bond market?