Extended-lister
Showing 1 - 10 of 1,241 entries
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Fact Sheet
MSCI Greece Index (USD) (NET)PDF
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Fact Sheet
MSCI Greece IMI (USD) (GROSS)PDF
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Research Report
Greece, Contagion, and Credit DerivativesIn this Research Bulletin, we examine market exposures to the crisis in Greece and the risk of contagion in the event of credit default swaps. The memory of 2008, and the central role played by credit derivatives, is painfully fresh. Our findings show that while plenty of risks exist, credit derivatives do not appear to be the core of the problem.
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Research Report
What If Greece Leaves the Euro?Stress Testing the Greek Exit Scenario Using MSCI RiskManager This Product Insight uses MSCI RiskManager to examine the potential effects of a Greek exit from the euro, explaining the detailed assumptions behind our stress test design. We make use of RiskManager's predictive stress test tool, which starts with user-defined hypothetical shocks on a few core risk factors (singled out as the drivers of the global crisis) then propagates shocks on all markets. In this current exercise, we employ...
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Fact Sheet
MSCI All Greece Index (USD) (NET)PDF
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Fact Sheet
MSCI Greece Rebased Index (EUR) (PRICE)PDF
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Fact Sheet
MSCI ACWI ex Greece Index (USD) (GROSS)PDF
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Fact Sheet
MSCI ACWI ex Greece IMI Index (USD) (GROSS)PDF
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Research Report
Global Rebound in January - Comparing the Performance of BRIC and GreeceThe January 2012 cumulative performance of country factors in the Barra Global Equity Model (GEM3) allows us to compare country performances. Was the January rebound driven by a recovery from last year’s depressed valuation levels, or can the Barra Global Equity Model add more color to this story? This report uncovers some differences between BRIC and Greece by looking at performance attribution of the MSCI Greece and MSCI BRIC indices.
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