Extended-lister
Showing 4211 - 4220 of 5,530 entries
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Research Report
Myths Debunked - Listed and Private Real Estate: Putting the pieces back togetherThis new condensed version of ‘Listed and Private Real Estate: Putting the Pieces Back Together’ explores whether a property owned by a listed real estate company, such as a Real Estate Investment Trust (REIT) or a real estate management and development company, produces returns close to those of an equivalent asset that is privately owned. Specifically, how do equity market factors, financial structures and individual properties contribute to performance? This research paper uses MSCI’s...
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Research Report
MSCI China Non-Performing Loan ABS Collateral ModelThis document describes the technical specification of the MSCI China non-performing loan (NPL) ABS collateral model. The model has one component: the cumulative recovery rate curve, which is conditional on the collateral type (credit card, residential mortgage, corporate loan) and the deal age. The model fit for the 91 sample deals with historical performance data is reasonable. It is also robust compared to other forms of complex models. This model structure may change as more data is...
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Research Report
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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Methodology
MSCI Hedged FX Hedge and Global Currency MethodologyPDF
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Research Report
Risk Control with Maximum Exposure
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Research Report
MSCI Agency MBS Model Version 2.1: Single-Family Social IndexIn November 2022, Fannie Mae and Freddie Mac posted a one-time historical file to provide the Social Criteria Share (SCS) and the Social Density Score (SDS) for all active and inactive MBS pools issued since January 2010. This Model Insight document describes the Agency MBS Prepayment Model Version 2.1, (MSCI2.1) that includes the new social disclosure data.
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Research Report
The Impact of Tax Management on Client-Designed Portfolios
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Press Release
MSCI and Tadawul to Launch Joint Saudi Arabia Tradeable Index for Domestic and International InvestorsPDF
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Research Report
Householding: One Client, Many Accounts
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Research Report
Systematic Options Strategies Linked to Regional Indexes