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Anikó Maráz
Senior Associate, Portfolio Management Research
About the Contributor
Anikó Maráz is a member of MSCI’s portfolio-management research team, focusing on fixed-income and multi-asset-class applied research. She previously worked in data and content services at MSCI. Anikó holds a bachelor’s degree in international business and a master’s degree in finance from the Corvinus University of Budapest.
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Blog posts by Anikó Maráz
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Amid ongoing U.S.-China trade tension, we have updated our stress test to consider three scenarios for how the situation could unfold — and their impact on currency, bond and equity markets around the world.
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Brexit has roiled markets since U.K. voters chose “leave” in the June 2016 referendum. We used our stress-testing model to examine how markets could react to deal and no-deal scenarios.
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Home bias in fixed income: Has it helped or hurt?
Jul 29, 2019 Anikó Maráz , Andy Sparks
Learn MoreHas global diversification historically helped reduce risk in the fixed-income portfolios of U.S. defined-benefit (DB) pension plans? Our backtests show that globalizing bond allocations would have increased risk measured relative to a liability benchmark. For such plans, home bias in bond portfolios would have reduced active risk over the period of our study.
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