Extended-lister
Showing 1 - 10 of 13 entries
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MSCI Blog
What Would the SEC’s Liquidity Proposal Mean for Equity Funds?The SEC recently proposed amendments to the liquidity classification of open-end investment funds, aimed at standardizing reporting practices. But under the proposed approach, many large equity funds could exceed regulatory limits.
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We explore the sometimes volatile, push-pull relationship between investors and central banks as each looks to navigate extreme inflation in the U.S., the eurozone and the U.K.
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MSCI Blog
Comparing Apples to Apples in Bond-Fund LiquidityThe SEC has proposed changes to standards for classifying the liquidity of fixed-income instruments held by open-end funds. The new approach may not pick up differences between funds and may not signal worsening liquidity amid market stress, however.
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MSCI Blog
Has Liquidity Dried Up in Private Equity?Investors who commit capital to private-asset funds must provide money when the fund managers buy portfolio companies, but receive it back only when the managers sell. The uncertain timing and size of these cash flows demand careful liquidity management.
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MSCI Blog
Chinese High-Yield Corporate Bonds Under PressureBonds from Chinese property developers have come under severe distress, and the latest wave of COVID-19 lockdowns have had a heavy impact on China’s economy. How has the country’s corporate-bond market responded?
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MSCI Blog
Low Carbon and High Liquidity for Bond Investors?As corporate-bond investors embrace decarbonization as a goal in portfolio construction and management and benchmark selection, the question arises whether decarbonization targets are at odds with other desirable index attributes, such as liquidity.
ESG Ratings ESG Climate VaR LiquidityMetrics ESG Climate Solutions
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MSCI Blog
Sanctions Bring a New Form of Russian-Bond CDS RiskSanctions on Russia have not affected credit-default swaps directly, but the settlement process following a default would rely on delivering and auctioning the sanctioned bonds. We examine this new form of recovery risk.
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Research Report
LiquidityMetrics Model ValidationLiquidityMetrics provides an analytical framework for liquidity risk management and regulatory reporting. This paper provides validation results for fixed-income securities through the lens of observed transaction costs. The validation period covers the relatively calm markets in 2019, as well as the onset and recovery from the COVID-19 crisis in 2020.
Risk Management Analytics LiquidityMetrics
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Support Site Video
LiquidityMetrics for RiskManagerRisk Management Analytics LiquidityMetrics
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Support Site Video
LiquidityMetrics OverviewRisk Management Analytics LiquidityMetrics