Risk Management
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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.
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?
Liquidity and correlation in the Chinese credit market
Liquidity and correlation in the Chinese credit market
Liquidity and correlation in the Chinese credit market
Reverse convertibles: Worth the risk?
Reverse convertibles: Worth the risk?
Do reverse convertibles offer any obvious risk-return benefits over high-yield bonds?
Bank loans: Will crisis follow the search for yield?
Bank loans: Will crisis follow the search for yield?
Investors like leveraged bank loans for their attractive yields. But do the yields offer adequate compensation for the risks?
Beware of FRTB cliff effects. Sharp curvatures ahead.
Beware of FRTB cliff effects. Sharp curvatures ahead.
The Basel committee’s revised market-risk capital requirements contain a small surprise with potentially big implications. Cliff effects — steep changes in banks’ capital charge arising from minor variations in portfolios or market conditions — remain in the framework.
European securitization at the regulatory crossroads
European securitization at the regulatory crossroads
European securitization volume fell by 63% in the first quarter of 2019 from the previous quarter. This drop-off occurred as investors are adjusting to regulatory uncertainty over new EU guidelines on simple, transparent and standardized securitizations and not-yet-final technical standards.
Fed policy, the credit cycle and real estate
Fed policy, the credit cycle and real estate
After an extended period of easy credit, concerns about commercial real valuation and debt levels and uncertainty over Fed policy take on greater importance. We take a deeper look at these issues.
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.