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Reka Janosik

Reka Janosik
Vice President, MSCI Research

About the Contributor

Reka is a Vice President in the Risk Management and Liquidity Core Research Team, focusing on general pricing and risk management. She is responsible for credit-derivatives pricing and ETF modeling. Before joining MSCI, Reka was an intern at Morgan Stanley. She graduated from Corvinus University of Budapest with a master’s degree in financial mathematics.

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Blog posts by Reka Janosik

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  1. BLOG

    Credit in the COVID Crisis: Contagion, Valuation, Default 

    May 6, 2020 Hamed Faquiryan , Reka Janosik , Andras Rokob

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    As the COVID-19 crisis unfolded, credit markets deteriorated under the stress of a sharply diminished economic outlook. We analyze three indicators of credit-market conditions: default risk, relative value and contagion risk.

  2. BLOG

    Have High-Yield ETFs Created Liquidity Risk? 

    Mar 27, 2019 Reka Janosik

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    In the fourth quarter of 2018, redemptions of high-yield ETFs soared to approximately 25% of these funds’ assets under management (AUM), according to data provider IHS Markit.

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