Extended-lister
Showing 1 - 10 of 83 entries
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MSCI Blog
Can AI Model the Complexities of MBS Prepayment?Machine learning using neural networks has been successfully applied to fields in which extremely complex patterns can prove challenging for other algorithms. Are neural networks suited for modeling prepayment risk in agency mortgage-backed securities?
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MSCI Blog
Four COVID-19 Scenarios: What Might Happen Next?Our latest COVID-19 stress test looks at four potential financial-market outcomes ranging from a swift V-shaped recovery to a pessimistic L-shaped scenario, in which outbreaks recur and lockdowns return well into 2021.
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MSCI Blog
Using Risk Analytics to Highlight Opportunities in Volatile MarketsRisk analytics can serve many functions for an institutional investor, including compliance, risk management, portfolio management and trading and strategy development. They may also highlight new opportunities that may be unique to volatile markets.
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MSCI Blog
Consumer ABS Under Coronavirus in the US and ChinaBeyond COVID-19’s steep human toll, the pandemic’s disruption of economic life has led to widespread loss of income and impaired some borrowers’ ability to repay loans. What could the impact be for investors in consumer asset-backed securities in the U.S. and China?
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MSCI Blog
Credit in the COVID Crisis: Contagion, Valuation, DefaultAs the COVID-19 crisis unfolded, credit markets deteriorated under the stress of a sharply diminished economic outlook. We analyze three indicators of credit-market conditions: default risk, relative value and contagion risk.
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MSCI Blog
Was the Treasury Price Right? Yield Dispersion Amid COVID-19
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MSCI Blog
US inflation: The market’s implied viewDramatic declines in oil prices, the Federal Reserve’s aggressive monetary policy and higher fiscal deficits may create a confusing outlook for U.S. inflation. We examine what the market is telling us about where inflation may be heading.
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MSCI Blog
Could coronavirus depress US housing prices?The large economic shocks unleashed by the coronavirus pandemic could be comparable to or even exceed those of the 2008 global financial crisis (GFC). We used our models to assess whether these shocks could hurt U.S. housing prices as much as the GFC did.
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MSCI Blog
Green bonds: Growing bigger and broaderAs the green-bond market matures, it is developing offshoots. The types of projects financed, as well as the emergence of innovative types of bonds and loans linked to the ESG targets, is growing. These initiatives may broaden the market for green investment options.
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MSCI Blog
Corporate-bond performance by factors and ESGThe volatility seen in equity markets was also present among investment-grade corporate bonds,. We use factors and ESG ratings to dissect these bonds’ performance over Q1 2020.