Showing 11 - 20 of 128 entries
MSCI BlogThe Potential Impact of El Niño on Sovereign Debt
With a very strong likelihood of an El Niño event forming by the end of 2023, we take a look at the impact such events have had in the past on the debt-to-GDP ratios of global sovereigns and what this could mean for impact investors.
MSCI BlogUnderstanding the Drivers of Transition-Risk Climate VaR
Climate stress-testing models like MSCI Climate VaR may be complex, but their main mechanisms can be explained using linear regression. This helps transform input variables into risk outputs, making it easier for investors to understand the primary drivers.
MSCI BlogTracking Multi-Asset-Class Portfolios’ Emissions
Our previous research discussed a framework for investors to attribute changes in equity portfolios’ emissions to their primary drivers. We now adapt it to identify and analyze two approaches to tracking a multi-asset-class portfolio’s carbon footprint.
MSCI BlogMaking the Most of Mandatory Climate Disclosures
As TCFD reporting grows more sophisticated, investors may be able to use climate data to make meaningful disclosures across their firms. We explore three key topics: choice of metrics, internal consistency and cross-functional applications.
MSCI BlogDo Agency CMOs’ Financed Emissions Have Duration?
The market for collateralized mortgage obligations backed by agency residential mortgage-backed securities is a major source of financing for U.S. homeownership. But what is this market’s total emissions footprint? We use our model to calculate it.
Research ReportFunds and the State of European Sustainable Finance
MSCI BlogMeasuring Sovereign Bonds’ Climate Risks and Opportunities
Quantifying sovereign bonds’ physical and transition risks may help investors determine the climate resiliency of their portfolios. MSCI Climate Change and Natural Hazards Risk Factor Score may help guide the analysis of these complex risks.
MSCI BlogThe Fed's Pilot — Are Banks Prepared for the Climate Transition?
Regulators around the world are focusing on climate-related scenario analysis to assess banks’ climate-risk exposure and their preparedness for the low-carbon transition. We look at the Fed’s pilot to see how the six biggest U.S. banks stack up.
MSCI BlogMapping Extreme-Heat Costs for the World’s Largest Cities
As temperatures rise, so do the risks from extreme heat. Using hazard percentiles compared across climate scenarios, we assess the cities and sectors that could be most impacted and the costs they could face.
Our paper A Framework for Attributing Changes in Portfolio Carbon Footprint presents a framework that allows investors to understand to what extent changes in a portfolio’s carbon footprint are due to companies’ real-world decarbonization efforts, a portfolio manager’s investment decisions or changes in companies’ financing.