Showing 101 - 105 of 105 entries
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.