Ready for uniform MBS? (part 1)

Ready for uniform MBS? (part 1)

Fannie Mae and Freddie Mac’s uniform mortgage-backed security is coming. Investors will be able to exchange their securities but face challenges in accurately modeling the compensation they will get.

Yield-curve inversions’ market impact

Yield-curve inversions’ market impact

Inversion of the yield curve has historically been a reliable indicator that a recession is coming. But what has it implied for stock prices and Treasury rates? The answers are far from clear

Evaluating the impact of LIBOR fallback

Evaluating the impact of LIBOR fallback

LIBOR and other interbank rates will be discontinued in 2022. Here’s how investors exposed to LIBOR-based financial contracts can address potential repricing risk.

Have high-yield ETFs created liquidity risk?

Have high-yield ETFs created liquidity risk?

Heavy redemptions of high-yield ETFs during the fourth quarter of 2018 raised concerns about liquidity risk for these funds. Our analysis suggests that these fears may be overblown.

A new day for monetary policy

A new day for monetary policy

Listen as MSCI’s Andy Sparks discusses potential implications of the U.S. Federal Reserve’s sharply softening monetary policy, and whether the role of central banks has changed.

Introducing MSCI Beon

Introducing MSCI Beon

MSCI BeonTM – Designed in response to the financial industry’s most complex data challenges, MSCI Beon is a next-generation analytics platform harnessing advanced integration technologies to take you beyond the limits of your current portfolio analysis capabilities.

Agency fixed rate prepayment model

Agency fixed rate prepayment model

Manage the risk of complex mortgage instruments more effectively with MSCI’s integrated fixed income risk analytics.

Using MSCI HedgePlatform for holdings-based risk management

Using MSCI HedgePlatform for holdings-based risk management

In this case study, we show how SWIB employs the MSCI transparency service called HedgePlatform.