Associate, MSCI Research
About the Contributor
Monika Szikszai is a member of the MSCI research team focused on risk management solutions. She specializes in stress testing and the development of new risk methodologies. Monika obtained her master’s degree in financial mathematics from Eotvos Lorand University and is a financial risk manager designated by the Global Association of Risk Professionals.
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Blog posts by Monika Szikszai
How Might Inflation Impact Funding Ratios?Jul 14, 2021 Monika Szikszai , Puneet Kumar , Thomas Verbraken
We analyzed two multiperiod inflation scenarios to understand how the funding ratios of defined-benefit pension funds could evolve in each and what they could mean for a pension fund in terms of special contributions over the next 10 years.
Long-Horizon Risk: The Past 50 YearsApr 13, 2021 Monika Szikszai , Thomas Verbraken
For long-horizon investors that aim to ride out volatility, short-term risk measures may be insufficient. We used multiperiod stress testing to evaluate one- and five-year returns of hypothetical multi-asset-class portfolios using 50 years of history.
Stress Testing Multiperiod Inflation ScenariosNov 19, 2020 Monika Szikszai , Thomas Verbraken
Will inflation rear its ugly head in the U.S.? Although the outcome of the U.S. elections might have lowered inflation expectations, investors can prepare for scenarios where inflation goes up. In this stress test, we examine three scenarios for inflation over varying time horizons.