Extended Viewer

Maks Oks

Maks Oks
Executive Director, MSCI Research

About the Contributor

Maksim is an Executive Director in Multi-Asset Class General Pricing Research, a team that covers the pricing and risk modeling of various asset classes across MSCI analytics. Previously, he worked at FEA, where he developed pricing models for complex derivatives. Maksim holds a bachelor’s degree in mathematics from Brandeis University and a doctorate in industrial engineering and operations research from the University of California at Berkeley.

HTML Displayer Portlet

Blog posts by Maks Oks


Nothing was found.
  1. BLOG

    Managing the Risks of LIBOR Replacement 

    Mar 17, 2021 Greg Scheuer , Maks Oks

    Learn More

    Investors now have clarity on the process of transitioning away from LIBOR and falling back on replacement benchmark rates. We used stress tests to show that fallback modeling may be necessary to measure and manage the risks of LIBOR instruments.

  2. BLOG

    Repo-market turmoil may not spell SOFR’s end 

    Oct 24, 2019 Michael Hayes , Maks Oks

    Learn More

    Investors and the media have begun to worry that the secured overnight financing rate (SOFR) — the U.S. interest-rate benchmark meant to address issues with and replace USD LIBOR — may introduce a new set of problems. Are the concerns justified?

  3. BLOG

    Evaluating the Impact of LIBOR Fallback 

    Apr 3, 2019 Maks Oks

    Learn More

    The planned discontinuation of LIBOR and other interbank offer rates sometime in 2022 will affect a large number of existing financial contracts based on these benchmarks.