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Anikó Maráz

Anikó Maráz

Senior Associate, Portfolio Management Research

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.

Research and Insights

Articles by Anikó Maráz

    Stress testing US-China trade wars

    Blog | Oct 22, 2019 | Anikó Maráz, Thomas Verbraken, Maraz Aniko

    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.

    Stress testing Brexit: Deal or no deal?

    Blog | Oct 9, 2019 | Anikó Maráz, Thomas Verbraken, Maraz Aniko

    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.

    Home bias in fixed income: Has it helped or hurt?

    Blog | Jul 29, 2019 | Anikó Maráz, Andy Sparks, Maraz Aniko

    Has 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.