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Risk management
The goal of investment risk management is to maximize a portfolio’s expected return for a given amount of risk through careful asset allocation. To achieve this goal, investors need a robust feedback loop connecting all parts of the investment management process.
MSCI’s powerful multi-asset class risk and performance analytics and technology support our clients from asset allocation through implementation and reporting. We enable front- and middle-offices to have a common language in identifying and communicating the sources of market, credit, liquidity and counterparty risk. Ex post performance measurement provides a basis for understanding whether the sources of risk are aligned with the drivers of return. Throughout the process, clients can benefit from a single data load and reconciliation process for both risk and performance attribution analysis.
A reality check for MBS duration risk
A reality check for MBS duration risk
Empirical duration data can be used to check whether models for mortgage-backed securities are accurately measuring interest-rate risk.
TCFD-based reporting: A practical guide for institutional investors
TCFD-based reporting: A practical guide for institutional investors
Institutional investors face growing demands to disclose risks related to climate change. What approaches can different institutions take to meet the new standards issued by the Task Force on Climate-related Financial Disclosures?
Liquidity risk under stress: Beyond bid-ask spreads
Liquidity risk under stress: Beyond bid-ask spreads
Risk managers remain focused on liquidity risk, as the 2008 financial crisis showed how liquidity can deteriorate quickly. But could investors underestimate their risk by looking solely at changes in bid-ask spreads and overlooking market impact?
Same target, different destinations
Same target, different destinations
It may be time to move beyond traditional explanations for risk and return differences between target-date funds with the same target retirement date.
Home bias in fixed income: Has it helped or hurt?
Home bias in fixed income: Has it helped or hurt?
Has global diversification or home bias helped reduce risk in the fixed-income portfolios of defined-benefit pension plans? We analyzed more than a decade of data to gauge the risks of domestic-only and globally diversified bond portfolios.
Is there another Woodford waiting to happen?
Is there another Woodford waiting to happen?
Blog post - In the wake of the Woodford Equity Income Fund’s suspended redemptions, do investors have reason to worry about liquidity constraints for other European UCITS funds?
Three scenarios for Fed rate cuts
Three scenarios for Fed rate cuts
A consensus has emerged that the Federal Reserve will lower rates in the coming months, but investors remain uncertain over the timing and magnitude of the cuts. What impact could three rate-cut scenarios have on markets?
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.