Extended-lister
Showing 1 - 10 of 438 entries
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MSCI Event
MSCI Consultants in Practice: Market Implications in CrisisPortfolio Management Analytics Risk Management Analytics
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Research Paper
MSCI Liquidity Risk Monitor Special ReportDuring this unprecedented time, we are observing severe spikes in liquidity parameters. In order to keep you informed, we have created the MSCI Liquidity Risk Monitor Special Report, a weekly interim report, demonstrating the behavior of several liquidity risk indicators during the global COVID-19 crisis. Use this report to view movement of key liquidity indicators, as well as to communicate these trends with your internal and external stakeholders.
Analytics Risk Management Analytics
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MSCI Event
MSCI Fixed Income WebinarRisk Management Analytics Portfolio Management Analytics
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MSCI Event
Current Market Implications: Market Exposures and Portfolio Resiliency - AmericasPortfolio Management Analytics Risk Management Analytics
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MSCI Event
Current Market Implications: Market Exposures and Portfolio Resiliency - EMEAPortfolio Management Analytics Risk Management Analytics
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Research Paper
Looking for a better hedgePeer selection and understanding relationships between companies play a pivotal role in many areas of finance. Previously, we described a methodology for quantifying the similarity between every pair of companies from the text of their business descriptions in 10-K filings, fundamentals, news mentions and return correlations. We showed how the resulting similarity score matrix could be used to identify pairs or groups of similar companies (peers), which have numerous potential applications....
Portfolio Management Analytics Risk Management Analytics
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MSCI Event
CHANGE OF DATE - MSCI Annual Global Investing Conference and WorkshopsESG Products & Services Indexes Portfolio Management Analytics Risk Management Analytics Real Estate Products & Services
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Research Paper
MSCI Liquidity Risk MonitorMSCI 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
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Research Paper
Factors and corporate bonds: Single- and multi-factor approaches to corporate creditInvestors have increasingly turned to equity factors as building blocks for their stock portfolios as a way to measure performance, analyze risk exposures or seek enhanced returns. In recent years, some investors have sought to extend a factor framework to fixed income. But these efforts by and large have not been successful, as equity and fixed-income investors have not been speaking a common language. We simulated the performance of six fixed-income factors — value, low size, quality,...
Indexes Portfolio Management Analytics Risk Management Analytics
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Research Paper
MSCI Agency Credit Risk Transfer (CRT) ModelsThe Credit Risk Transfer (CRT) programs from Fannie Mae and Freddie Mac aim to shift mortgage credit risk from the Enterprises to private investors, with cumulatively $2.8 trillion loans covered so far. To facilitate these capital market transactions since 2013, the Enterprises have disclosed about 20 years of monthly credit performance data on almost 50 million loans, with a detailed voluntary prepayment history, delinquency and foreclosure status data, as well as an actual loss breakdown....