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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.


Flagship Products

Stress Testing

Statistical Analysis

Three Ways to Connect to Our Risk Engine

MSCI Liquidity Risk Monitor Special Report

MSCI Liquidity Risk Monitor Special Report

The report demonstrates the behavior of several liquidity risk indicators during the global COVID-19 crisis. Use this report to view movement of key liquidity indicators, as well as to communicate these trends with your key stakeholders.

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.