Showing 91 - 100 of 100 entries
MSCI BlogBreaking up is hard to do: Brexit and institutional portfolios
The United Kingdom is about to begin negotiations over its exit from the European Union. Though the process could take up to two years, the triggering of talks leaves institutional investors to assess how Brexit, at least at the outset of negotiations, may affect their portfolios.
MSCI BlogWhat the rise in policy uncertainty might mean for institutional portfolios
A year that was marked by the United Kingdom’s vote to leave the European Union and the United States’ surprise election of Donald J. Trump as president is ending with widespread uncertainty over systemic and geopolitical risk, inflation and economic growth. How can institutional investors address unconventional monetary and fiscal policies worldwide?
MSCI BlogThe SEC’s new liquidity risk rules: Now comes the challenge
The U.S. Securities and Exchange Commission’s new liquidity rules mark the most ambitious ever initiative against investor dilution — the unfair costs an investor may suffer when assets are not liquid enough to meet redemption requests.
MSCI BlogHow low interest rates may impact your portfolio
Slow growth and a shortage of safe assets have led major central banks to maintain monetary policies that include short-term interest rates near or below zero. The policies, which aim to encourage businesses and consumers to borrow and spend, have lowered bond yields, distorted yield curves, shifted the composition of central banks’ balance sheets toward riskier assets and sent savers in search of yield. The persistence of low growth and a lack of inflation also have led investors to wonder whether such policies still pack any punch.
MSCI BlogWhat the rise in populism may mean for your portfolio
The decision by a majority of U.K. voters to leave the European Union shines a light on fissures between perceived winners and losers from globalized markets and highlights for investors the importance of factoring the consequences of inequality and popular discontent into their views.
MSCI BlogWhen stress tests become reality: which scenario after Brexit?
In recent years, we have emphasized repeatedly that investors need to have a forward-looking view of risk, to anticipate and model extreme events, and, if appropriate, act to ensure their ability to withstand them. Some scenarios never materialize while others, including the U.K. deciding to leave the European Union, do.
MSCI BlogHow the Brexit vote may impact your portfolio
While the long-term consequences for investors of the decision by U.K. voters to leave the European Union may take time to unfold, our analysis of the months that preceded the referendum shows that tremors from Brexit already have stirred up markets and upped systemic risk for Britain compared with developed markets generally. The question now is whether the waves will continue and how they may (or may not) intensify.
MSCI BlogOur first-quarter review of global stress points
Market movements in the first three months of the year reflected wide gyrations in investors’ assumptions about macroeconomic conditions and asset pricing.
MSCI BlogReview of returns across asset classes – first quarter 2016
On a quarterly basis, MSCI reviews the principal asset classes in the preceding three months through the prism of MSCI’s factor models, which are used by investors to manage risk and construct portfolios.
MSCI BlogLOST IN THE CROWD?
The “quant meltdown” of 2007 and the subsequent global financial crisis highlighted the risks of crowded investment strategies. The recent growth of “smart beta” indexes and their use in ETFs has added to concerns about crowding.