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Afsaneh Mastouri
Executive Director, MSCI Research
Afsaneh Mastouri is MSCI's global head of fixed-income solutions. She and her team conduct research on global fixed-income markets and help clients solve their investment challenges using index strategies and systematic and factor solutions. Before joining MSCI, Afsaneh served as a senior interest-rate strategist with Crédit Agricole and Royal Bank of Scotland. She holds a master’s degree in finance from the London Business School.
Research and Insights
Articles by Afsaneh Mastouri
How Sovereigns Have Changed the Green-Bond Market
6 mins read Blog | Apr 19, 2023 | Afsaneh Mastouri , Bhaveer Shah , Vishakha PandeyGreen bonds’ issuance by governments has increased significantly and changed the green-bond universe and its indexes. Investors have had to adjust accordingly.
Corporate Bonds and Climate Change Risk
Research Report | Feb 22, 2023 | Rohit Mendiratta , Guido Giese , Afsaneh MastouriIn this paper, we highlight to investors and portfolio managers the significance of climate-change risk for the value of corporate bonds, as well as provide a framework for further research in this area.
Net-Zero Alignment for Multi-Asset-Class Portfolios
7 mins read Blog | Sep 19, 2022 | Ashish Lodh , Guido Giese , Afsaneh MastouriAsset owners who want to keep global warming below 1.5 degrees Celsius (1.5°C) have a tough row to hoe.
How Did Climate Corporate-Bond Indexes Weather Market Volatility?
7 mins read Blog | Aug 31, 2022 | Afsaneh MastouriClimate indexes tend to have a lower weighting (relative to parent indexes) allocated to companies in the emission-intensive energy, utilities and materials sectors. Did these indexes underperform in the year to date, given high recent energy prices?
Low Carbon and High Liquidity for Bond Investors?
7 mins read Blog | May 4, 2022 | Afsaneh MastouriAs corporate-bond investors embrace decarbonization as a goal in portfolio construction and management and benchmark selection, the question arises whether decarbonization targets are at odds with other desirable index attributes, such as liquidity.
Managing Climate-Transition Risk in Credit Portfolios
6 mins read Blog | Jan 31, 2022 | Afsaneh MastouriCan managers take an active approach to systematically managing exposure of a corporate-bond portfolio to climate-transition risk? We investigate two different approaches to decarbonizing credit portfolios.