Showing 21 - 30 of 118 entries
MSCI BlogUp in Smoke? Brazil’s Wildfires May Affect Bond Spreads
Clearing Brazilian forests to make way for agriculture may spur a backlash to soy and beef producers if purchasers impose deforestation-free rules. What are the potential implications for debt of affected companies and for Brazilian sovereign debt?
MSCI BlogFactors in Focus: How Trendy Is Your Style Factor?
As markets rallied worldwide, investors took on high-beta exposure and rotated away from stocks with lower risk. The latest edition of Factors in Focus explores the details.
MSCI BlogSurging Corporate-Bond Supply: Reason to Worry?
In the months since the onset of the COVID-19 pandemic, companies issued a large amount of corporate bonds. As a result of this surge, corporate debt has grown substantially — a burden that institutional credit investors may wish to monitor closely.
MSCI BlogCOVID-19 and Real Estate: The Devil Is in the Dispersion
Many real estate markets were showing signs of a slowdown even before COVID-19’s negative impact on property portfolios. Has this correction been similar to previous ones? We looked at dispersion of returns, within and across real estate sectors, for the answer.
MSCI BlogConsumer ABS: Recovering from Coronavirus?
After the U.S. COVID-19 lockdown, new monthly remittance reports for asset-backed securities indicated performance deterioration and signaled potential challenges ahead. Meanwhile, in China, ABS showed signs of recovery.
MSCI BlogCan AI Model the Complexities of MBS Prepayment?
Machine learning using neural networks has been successfully applied to fields in which extremely complex patterns can prove challenging for other algorithms. Are neural networks suited for modeling prepayment risk in agency mortgage-backed securities?
MSCI BlogFour COVID-19 Scenarios: What Might Happen Next?
Our latest COVID-19 stress test looks at four potential financial-market outcomes ranging from a swift V-shaped recovery to a pessimistic L-shaped scenario, in which outbreaks recur and lockdowns return well into 2021.
MSCI BlogUsing Risk Analytics to Highlight Opportunities in Volatile Markets
Risk analytics can serve many functions for an institutional investor, including compliance, risk management, portfolio management and trading and strategy development. They may also highlight new opportunities that may be unique to volatile markets.
MSCI BlogConsumer ABS Under Coronavirus in the US and China
Beyond COVID-19’s steep human toll, the pandemic’s disruption of economic life has led to widespread loss of income and impaired some borrowers’ ability to repay loans. What could the impact be for investors in consumer asset-backed securities in the U.S. and China?
MSCI BlogHow Hedge Funds Navigated the Start of COVID-19 Volatility
How did hedge funds navigate the initial volatility amid COVID-19? Though holdings information is limited, and delayed, we gained insights into their reaction by examining the change in hedge-fund portfolios between the end of January and end of February.