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Our Latest Research

Research Paper

MSCI Liquidity Risk Monitor Report

Jan 5, 2021 MSCI Research

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.

MSCI Blog

Will Interest Rates Surge? Evidence from Options Markets

Nov 3, 2020 Greg Scheuer, Andy Sparks

With long-term interest rates near record lows, conventional wisdom suggests that they can only go up. But the interest-rate option markets seem to be telling a different story — that rate decreases are also a distinct possibility.

MSCI Blog

Hertz So Good?

Sep 30, 2020 Hamed Faquiryan, Manuel Rueda

We look at the unusual bankruptcy of Hertz Global Holdings Inc. — whose equity rallied in early June, when holders of Hertz bonds were expecting losses as high as 90% in default — to discuss the importance and subtleties of firms’ capital structures.

MSCI Blog

Can MBS Duration Turn Negative?

Sep 29, 2020 Yihai Yu

As mortgage rates have hit record-breaking lows, prepayment speeds have doubled. With the combination of a high price premium and elevated prepayment speed, could duration of mortgage-backed securities stray into negative territory?

MSCI Blog

Stress Testing Inflation Scenarios

Sep 24, 2020 Thomas Verbraken, Daniel Szabo

Market-implied expectations indicate modest inflation. But some observers are concerned inflation may significantly rise, while others fear deflation. We discuss four inflation scenarios — and their potential implications for stocks and bonds.

Research Paper

MBS Performance through COVID-19

Sep 21, 2020 YU Yihai
Missed Rents’ Impact on Real Estate
MSCI Blog

Missed Rents’ Impact on Real Estate

Sep 11, 2020 Bryan Reid, Niel Harmse

Some commercial tenants have stopped paying rent amid COVID-19. Without rental income, property funds are not able to pay distributions to shareholders and borrowers cannot service their debt. We analyzed property-fund data to assess the impact on investors.

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