Greg Scheuer is a member of the MSCI research team that specializes in the pricing and risk modeling of various asset classes across MSCI analytics. His focus is on the research and development of interest-rate and inflation models. Greg holds a master’s degree in banking and finance from University of St. Gallen and a bachelor’s degree in finance from Corvinus University of Budapest. He is a CFA® charterholder.
Research and Insights
Articles by Greg Scheuer
Managing the Risks of LIBOR Replacement5 mins read Blog | Mar 17, 2021 |
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.
Will Interest Rates Surge? Evidence from Options Markets4 mins read Blog | Nov 3, 2020 |
With long-term interest rates near record lows, conventional wisdom suggests that they can only go up. But the interest-rate option markets seem to be telling a different story — that rate decreases are also a distinct possibility.
US inflation: The market’s implied viewBlog | Apr 21, 2020 |
Dramatic declines in oil prices, the Federal Reserve’s aggressive monetary policy and higher fiscal deficits may create a confusing outlook for U.S. inflation. We examine what the market is telling us about where inflation may be heading.