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  1. Research Paper
    MSCI Liquidity Risk Monitor

    Introducing the MSCI Liquidity Risk Monitor, a new quarterly report that demonstrates the development of several liquidity risk indicators over the previous 12 months. This report helps you discuss and determine better strategies for your liquidity risk management, by providing information on recent indicators and trends, involving US and non-US corporate bonds and bank loans liquidity.

    Oct 11, 2019

    View  |  Related Products: Risk Management Analytics , LiquidityMetrics

  2. Support Site Video
    LiquidityMetrics for RiskManager

    Oct 9, 2013

    View  |  Related Products: Risk Management Analytics , LiquidityMetrics

  3. Support Site Video
    LiquidityMetrics Overview

    Sep 19, 2013

    View  |  Related Products: Risk Management Analytics , LiquidityMetrics

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

    Sep 16, 2013

    Open the PDF  |  Related Products: 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...

    Jun 18, 2013

    View  |  Related Products: 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...

    Jun 17, 2013

    View  |  Related Products: Risk Management Analytics , LiquidityMetrics

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