Extended-lister
Showing 1 - 10 of 152 entries
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MSCI Blog
Macro Scenarios in Focus: Are US Markets Priced for Perfection?Global forecasters have recently suggested that the world economy is headed for a soft landing. Our latest market stress test looks at how this and other, less benign scenarios could affect a multi-asset-class portfolio in the coming months.
BarraOne RiskMetrics RiskManager
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MSCI Blog
A New Era for the Bank of Japan?Haruhiko Kuroda is stepping down after a decade as governor of the Bank of Japan, and the soon-to-be-appointed Kazuo Ueda has the potential to shake things up. What could the new regime mean for investors?
BarraOne RiskMetrics RiskManager
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MSCI Blog
Will the US Government Default?The debt-ceiling debate has heated up in Congress, and the U.S. government’s ability to borrow could be exhausted sometime between July and September. But what does the market for credit-default swaps say about the likelihood of U.S. default?
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MSCI Blog
Four Scenarios for 2023: Navigating UncertaintyThe macroeconomic landscape for 2023 is shrouded in uncertainty following a tumultuous 2022. We consider four scenarios for growth, rates and inflation and gauge their potential impact on a portfolio of global equities and U.S. bonds.
BarraOne RiskMetrics RiskManager
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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
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
An Integrated View of Risk and ReturnThere are two widely used paradigms for analyzing risk and return: one where each security is modeled with the highest level of specificity possible, and another where a small number of common, fundamental factors are extracted from the security-level returns. The two approaches are complementary and it is important that they coexist within a unified underlying framework. For example, it is common that a risk manager will use the security-level approach to monitor position-level limits, while...
BarraOne RiskMetrics HedgePlatform Measurisk RiskMetrics RiskManager
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Research Report
Backtesting Risk Models - August 2016For the July 2016 backtesting review, MSCI began by analyzing how each of four types of simulation models available in RiskMetrics RiskManager—Monte Carlo, historical, filtered historical and weighted historical—performed over the year ended June 30, 2016.
Risk Management Analytics RiskMetrics RiskManager
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Press Release
MSCI Wins Best Sell-Side Market Risk ProductPDFRisk Management Analytics RiskMetrics RiskManager