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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


After Evergrande: Bond Liquidity of Chinese Property Developers

Nov 17, 2021 Daniel Molnar

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 Greg Recine, Alexander Spray

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?


How Climate Change Could Impact Credit Risk

Oct 20, 2021 Reka Janosik, Thomas Verbraken

Investors are increasingly focused on gauging the risks related to climate change. We investigated how various climate scenarios could impact the credit risk of portfolios. In one scenario, 16% of investment-grade issuers could migrate to high yield.


Managing Against MBS Indexes: A Duration Perspective

Jul 30, 2021 Yihai Yu, Anant Bhatnagar

Mortgage-backed securities constitute a significant portion of fixed-income indexes. Managing MBS portfolios against these indexes depends heavily on an understanding of the dynamics of MBS duration, especially in volatile markets.


Credit Strategies During the COVID-19 Crisis

Jul 27, 2021 Chenlu Zhou, Shuyin Hua

Short-term credit spreads widened to a greater extent than long-term spreads during the March 2020 COVID-19 crisis. As a result, many U.S. corporate-issuer spread curves flattened or even inverted. What were the implications for corporate-bond investors?


What Could a Rate Hike Mean for Portfolios?

Jul 22, 2021 Daniel Szabo, Thomas Verbraken

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.

Research Paper

MSCI Liquidity Risk Monitor

Jul 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 Jian Chen, Yihai Yu

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.

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