Navigation

  • Skip to Content
  • Client Log In
  • Investor relations
  • Subscribe
  • Contact us
  • Careers
  • Language
  • Back
  • MSCI Client Support Site
  • Barra PortfolioManager
  • BarraOne
  • MSCI ESG Manager
  • MSCI ESG Direct
  • Global Index Lens
  • MSCI Real Estate Analytics Portal
  • RiskManager 3
  • CreditManager
  • GMI Analyst Client Site
  • RiskManager 4
  • Index Monitor
  • MSCI Beon™
  • Back
  • English
  • Chinese
Navigation

Navigation Menu

  • Our Clients
    • Back
    • Asset Owners
    • Asset Managers
    • Banks
    • Wealth Managers
  • Our Solutions
    • Back
    • Analytics
      • Back
      • Analytics
      • Risk Management
      • Portfolio Management
      • Operational Efficiency
      • Regulatory Solutions
      • Multi-asset Class Factor Models
      • FactorLab
      • Fixed Income Analytics
    • Indexes
      • Back
      • Indexes
      • Index Solutions
      • Fact Sheets
      • End of Day Index Data Search
      • Real-time Index Data Search
      • Index Methodology
      • Index Resources
      • Index Profiles
      • Index Regulation
    • Factor Investing
      • Back
      • Factor Investing
      • Factor Indexes
      • FaCS
      • Factor Models
    • ESG Investing
      • Back
      • ESG Investing
      • What is ESG
      • ESG Ratings & Research
      • ESG Indexes
      • ESG Analytics
      • Climate Change Solutions
    • Real Estate Investing
      • Back
      • Real Estate Investing
      • MSCI Real Estate Enterprise Analytics
      • MSCI Real Estate Global Intel
      • Private Real Assets Indexes
      • Research
    • MSCI Beon
  • Research & Insights | Events
    • Back
    • Research & Insights
      • Back
      • Research & Insights
      • ESG Research
      • Factor Investing
      • Risk Management
      • Real Estate
      • Global Investing
      • ESG Now Podcast
    • Events
      • Back
      • Events
      • Webinars
      • Recorded Webinars
  • Who We Are
    • Back
    • Our Purpose
    • MSCI Difference
    • Corporate Responsibility
    • Our Leadership
    • Recognition
    • Media Room

Main Search

Most visitors searched for:
ACWI Research ESG Factor investment Beon Asset owners
Might interest you:
  • Client Log In
  • Investor relations
  • Subscribe
  • Contact us
  • Careers
  • Language
  • Back
  • MSCI Client Support Site
  • Barra PortfolioManager
  • BarraOne
  • MSCI ESG Manager
  • MSCI ESG Direct
  • Global Index Lens
  • MSCI Real Estate Analytics Portal
  • RiskManager 3
  • CreditManager
  • GMI Analyst Client Site
  • RiskManager 4
  • Index Monitor
  • MSCI Beon™
  • Back
  • English
  • Chinese
Site Wide Search

Extended-lister

Site Wide Search

FILTERS:
FILTERS
Go
Clear
Go
Clear
Nothing was found.
  1. Research Paper
    MSCI Liquidity Risk Monitor

    MSCI Liquidity Risk Monitor is MSCI’s quarterly report that presents liquidity risk indicators over the previous 12 months. This report facilitates discussion and determination of better strategies for liquidity risk management, by providing information on recent indicators and trends, involving U.S. and non-U.S. corporate bonds and bank loans liquidity.

    Risk Management Analytics LiquidityMetrics

  2. Support Site Video
    LiquidityMetrics for RiskManager

    Risk Management Analytics LiquidityMetrics

  3. Support Site Video
    LiquidityMetrics Overview

    Risk Management Analytics LiquidityMetrics

  4. Press Release
    MSCI Launches New Platform to Measure Liquidity Risk Across Asset Classes
    PDF

    Risk Management Analytics RiskMetrics RiskManager LiquidityMetrics

  5. Research Paper
    Research Insight - Case Study on Managing Portfolio Liquidity Costs - June 2013

    Rebalancing a passive portfolio can be costly.  A simple way to minimize costs is to place constraints on turnover, but this approach overlooks differences in liquidity across securities. In this case study, we demonstrate the effect of liquidity information on trading. We develop a hypothetical portfolio following an EMU sovereign bond benchmark and present a selection of rebalancing strategies, each incorporating a different degree of liquidity information.  Our example...

    Risk Management Analytics LiquidityMetrics

  6. Research Paper
    Research Insight - Intro to LiquidityMetrics - June 2013

    This Research Insight introduces MSCI’s LiquidityMetrics, a suite of multi-asset class risk analytics for measuring and managing portfolio liquidity. The LiquidityMetrics framework is based on comprehensive descriptions of the liquidity of single assets, called Liquidity Surfaces, encompassing bid-ask spreads, market impact, trading immediacy, market depth and trading activity. In addition to position level liquidity profiling, LiquidityMetrics allows users to analyze portfolio liquidity in...

    Risk Management Analytics LiquidityMetrics

msci logo
  • Locations
  • Legal
  • Privacy notice
  • Index regulation
  • Site map
  • Cookies
Subscribe Contact Us
© 2020 MSCI Inc. All rights reserved

Regulation

We use cookies to optimize site functionality and give you the best possible experience. Learn More

Cookie Preferences

Accept all cookies

This website uses cookies to remember users and understand ways to enhance their experience.

For more information, please visit our Cookie Notice.

Strictly Necessary, Functionality and Performance Cookies

We use cookies to enable you to move around our website and use its features, to provide you with functionality by remembering choices you make and provide enhanced features, and to learn how our website is performing and make improvements.

For more information, please visit our Cookie Notice.

Analytics Cookies

We use Google Analytics to collect anonymous information about how visitors use our website. These cookies collect only non-personal information, and give us aggregate, non-identifiable insights into how our website is being used. Please note, if you accept our marketing cookies (as described below), we may also be able use Google Analytics to report website usage statistics about you individually.

For more information, please visit our Cookie Notice

Marketing Cookies

Our marketing cookies let us to know when you interact with our marketing communications. In addition, if you submit an online form to us (e.g., email subscribe, Contact Us, event registration, etc.), we use these cookies to identify your navigation activities on our websites.

Our Client Support site cookies let us know when our registered clients visit our Client Support site, and help us see their navigation activities on our websites.

For more information, please visit our Cookie Notice