Breadcrumb
Extended Viewer

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.
HTML Displayer Portlet
Blog posts by Reka Janosik
Extended-lister
-
Since the global financial crisis, many have expressed concern about the health and future of credit-default swaps. Could institutional investors find the liquidity they need to hedge credit risk in subsequent periods? We examine CDS liquidity during the COVID-19 crisis.
-
-
BLOG
Credit in the COVID Crisis: Contagion, Valuation, Default
May 6, 2020 Hamed Faquiryan , Reka Janosik , Andras RokobAs 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.
-
-
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.
Regulation
Cookie Preferences
Accept all cookies
This website uses cookies to remember users and understand ways to enhance their experience.
For more information, please visit our Cookie Notice.
Strictly Necessary, Functionality and Performance Cookies
We use cookies to enable you to move around our website and use its features, to provide you with functionality by remembering choices you make and provide enhanced features, and to learn how our website is performing and make improvements.
For more information, please visit our Cookie Notice.