Extended-lister
Showing 41 - 50 of 500 entries
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Research Report
Liquidity Risk Monitor Report Q2 2022Download the special report highlighting key liquidity indicators from the Russia-Ukraine War.
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MSCI Blog
Markets in Focus: Half-Time – Keeping it Real and DefensiveIt was a challenging market environment in the second quarter. We take a closer look at real assets, defensive sectors and factor indexes as investors navigate what might be a prolonged period of volatility and uncertainty.
BarraOne Factor Indexes US Equity Indexes Analytics
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MSCI Blog
Chinese High-Yield Corporate Bonds Under PressureBonds from Chinese property developers have come under severe distress, and the latest wave of COVID-19 lockdowns have had a heavy impact on China’s economy. How has the country’s corporate-bond market responded?
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MSCI Blog
How Eurozone Inflation and ECB Policy Could Impact MarketsIn a portfolio stress test, we consider the uncertainty around eurozone inflation and the European Central Bank’s policymaking. We outline four scenarios and their potential impact on the bloc’s economy and a hypothetical multi-asset-class portfolio.
BarraOne RiskMetrics RiskManager
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MSCI Blog
China at a Crossroads: Three Scenarios for InvestorsThe recent COVID-19 lockdowns in China and their impact on global supply chains add another concern for investors, on top of the Russia-Ukraine war. We model three scenarios for China and their potential spillover effects on global portfolios.
China Indexes EN Developed Markets BarraOne RiskMetrics RiskManager
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MSCI Blog
Russian Bonds: Rolling Back the Default ClockThe Russian government’s decision on April 29 to pay holders of two dollar-denominated Russian sovereign bonds led to a major rally, encouraging some investors that Russia may avoid default. There are, however, more challenges ahead.
RiskMetrics CreditManager Equity Risk Models
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MSCI Blog
Low Carbon and High Liquidity for Bond Investors?As corporate-bond investors embrace decarbonization as a goal in portfolio construction and management and benchmark selection, the question arises whether decarbonization targets are at odds with other desirable index attributes, such as liquidity.
ESG Ratings ESG Climate VaR LiquidityMetrics ESG Climate Solutions
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MSCI Blog
Sanctions Bring a New Form of Russian-Bond CDS RiskSanctions on Russia have not affected credit-default swaps directly, but the settlement process following a default would rely on delivering and auctioning the sanctioned bonds. We examine this new form of recovery risk.
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MSCI Blog
Fed Policy and the Threat of StagflationInvestors are increasingly focused on inflation and the Fed’s tightening of monetary policy. With the Russia-Ukraine war and resulting sanctions, they may also worry about slowing economic growth. We model three economic scenarios’ potential impact on markets.
BarraOne RiskMetrics RiskManager
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Research Report
MSCI Security Crowding Model