Extended-lister
Showing 21 - 30 of 100 entries
-
MSCI Blog
Bond ETFs and underlying price uncertainty
-
MSCI Blog
Could coronavirus lead to default contagion in CLOs?
-
MSCI Blog
The end of an era for the bond-equity relationship?
-
MSCI Blog
Managing risk-model uncertainty through a crisisThe impact on risk policy has been similar across market crises, as investors consider how to use their models in the new regime. We describe adaptive modeling for internal and external risk policy, and long-view backtesting to support decision-making.
-
MSCI Blog
‘Nowcasting’ private equity in the coronavirus crisisWhat may be happening to the value of portfolios of private assets during the COVID-19 crisis? We used MSCI’s private-equity model, which integrates data on private assets from our partner Burgiss, to try to shed some light.
-
MSCI Blog
How could coronavirus impact credit markets?While newspaper headlines are focused on volatile stock markets stemming from the COVID-19 pandemic, credit markets are not immune. Our latest stress test asks, “What would it mean for portfolios if losses reached 2008 levels?”
-
MSCI Blog
Asset allocation and index futures during market crisesDuring market crises, institutional investors have employed derivatives contracts to hedge market risks or express views on certain performance/risk characteristics. We explore prior use of futures for exposure management and tactical asset allocation.
-
MSCI Blog
Updating the MSCI Agency MBS model for the COVID-19 crisis
-
MSCI Blog
How coronavirus could hurt Chinese consumer ABS
-
MSCI Blog
What scenarios has the US equity market priced in?With the outbreak of the COVID-19 pandemic, the U.S. equity market turned sharply downward. We performed a reverse stress test considering various scenarios that potentially explain current valuations.