QuickSearch
Featured Content
Featured Content



Dynamic content cards
Our Latest Research

Long-Horizon Risk: The Past 50 Years
Apr 13, 2021 Monika Szikszai, Thomas Verbraken
MSCI Liquidity Risk Monitor
Apr 6, 2021The MSCI Liquidity Risk Monitor is a quarterly publication that shows the development of several liquidity risk indicators over the previous 12 months.

Machine Learning Factors Capturing Non Linearities in Linear Factor Models
Mar 26, 2021 WANG Jun, BONNE George, ZHANG HowardIt is not etched in stone that relationships between factor exposures and returns must be linear. We found machine-learning algorithms could identify nonlinear relationships and be used to construct a factor showing significant explanatory power.

Managing the Risks of LIBOR Replacement
Mar 17, 2021 Greg Scheuer, Maks Oks
Are Growth and Value Indexes Still in Style?
Mar 9, 2021 Guillermo Cano, Abhishek GuptaGrowth and value indexes were created in the 1980s as finer tools than market-cap indexes to measure the performance of growth and value funds. Are style-specific indexes still a relevant choice to use as benchmarks for these funds?

Climate Transition and Bonds: Risk or Opportunity?
Feb 23, 2021 Bruno Rauis, Juan Sampieri, Andy SparksThe transition to a low-carbon economy could significantly redirect the flow of investments toward greener companies and technologies that limit carbon emissions. We consider the potential risk — and opportunity — for bond investors.

Currency-Risk Hedging in Real Estate Benchmarks
Feb 22, 2021 Bert Teuben, Lionel Ebener, Chirag Gosar
Cross-Currency Credit Spreads: Mind the Gap
Feb 8, 2021 Michael Hayes, Zach TokuraAn issuer’s credit spread should be consistent when measured in the USD- or EUR-denominated markets, because both are measuring the same credit risk. Yet divergence can occur as a result of liquidity or supply-demand imbalances, such as those in the COVID crisis.
Risk’s Rising Role in Investment Strategy
Risk’s Rising Role in Investment Strategy
MSCI sponsors Risk.net survey on the changing role that risk offices play in the evolution of investment strategies.
Liquidity Risk Monitor Reports
Liquidity Risk Monitor Reports
The report demonstrates the movement 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.
Introducing ESG transparency for hedge fund portfolios
Introducing ESG transparency for hedge fund portfolios
MSCI RiskMetrics® HedgePlatform has integrated MSCI ESG Research to offer investors a range of ESG and climate metrics on hedge funds.