Risk Management
QuickSearch
Featured Content
Featured content
Main copy
Risk management research
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.
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.
What could stress emerging markets?
What could stress emerging markets?
Blog post - Market turbulence caused by the escalating U.S.-China trade standoff raises a pressing question: What could trigger the next emerging-market downturn?
Fear of a more politicized Fed
Fear of a more politicized Fed
Does the market think the Fed is becoming less independent because of political pressure? Some worry this could become a reality, at a potential long-term cost to the economy. We look at more than a half-century of data to gauge the current market view.
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.
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.