Extended-lister
Showing 1991 - 2000 of 3,120 entries
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Research Paper
What Type of Companies Were Best Prepared for Remote Work?COVID-19 disrupted the operating models of many businesses and forced a shift to remote working, digitization and low-contact transactions and services, which we term “Remote Operation Capability” (ROC). Some corporations were better positioned to take advantage of a remote, automated and digitized operating environment. We utilized machine-learning and natural language-processing techniques to build a potential ROC factor that looks at the extent to which a company was more likely to thrive...
Risk Management Analytics Portfolio Management Analytics
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Research Paper
Technical Note - European ABS CoverageThis Technical Note summarizes the new European ABS coverage offered by RiskManager. Coverage of single currency deals, i.e. collateral, tranches, and floating rate index dependencies are in the same currency. Current release supports both Securitized Tranche and Securitized Tranche Sensitivity models.Why is this topic of interest?Previously European ABS positions have been modeled as generic bonds, current solution relies on the Intex cashflow Engine and a static collateral model, providing...
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Research Paper
Beyond Divestment: Using Low Carbon IndexesWinner of the 2015 IRRC Institute Investor Research Award for best practitioner paper. Approaches based on divesting certain sectors effectively can help asset owners communicate their concerns about the risks of climate change to stakeholders. However, they ignore short-term benchmark risk. Further, a focus on divesting reserves disregards fixed assets that are at risk of losing value because they depend on burning fossil fuel reserves. This paper provides a framework for evaluating ways to...
Indexes ESG Products & Services
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Methodology
MSCI Style Indices - MethodologyPDF
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Research Paper
Entrenched Boards - Director Tenure and Performance
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Methodology
MSCI Fixed Income Data MethodologyPDF
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Research Paper
Ownership Forms & Governance ControlThe MSCI ACWI Index includes a wide range of ownership forms, just as it includes a wide range of sectors and domiciles, and each of these forms contributes its own unique combination of governance risks that can impact performance.
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Research Paper
Foundations of Dedicated China Allocations: Part IChina’s rise in global economic influence, increased market size, improved market accessibility and entrance into global equities and fixed-income indexes has led more investors to consider a dedicated China allocation. Due to the complexity of China’s market landscape and investment opportunity set, however, it is no simple task. In this inaugural paper of our “Foundations of Dedicated China Allocations” series, we discuss investment policy and asset allocation as investors think through the...
Indexes MSCI Country and Regional Indexes Emerging Markets Indexes MSCI Sector Indexes
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Research Paper
Research Spotlight - Raising Minimum Governance Standards - Selecting Quality Companies for the Long TermInstitutional investors concerned with excessive focus on short-term results are increasingly seeking to improve minimum corporate governance standards of their portfolio companies. To date, active engagement has been widely recognized as an effective means to promote sustainable long-term growth and risk management of a portfolio, but such approaches can be costly and difficult to scale. We put forward a potential approach for institutional investors to systematically raise minimum...
Indexes ESG Products & Services
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Research Paper
MSCI China RMBS Collateral ModelThis document describes the technical specification of MSCI China RMBS collateral model that covers RMBS deals. The model has three components: Prepayment (CPR), default (CDR), and Loss Severity (LGD).