Extended Viewer

Juan Sampieri

Juan Sampieri

Vice President, MSCI Research

Juan Sampieri conducts fixed-income and multi-asset-class applied research. He previously worked in MSCI's client-service team for analytics. Juan also served in market risk management at HSBC Mexico. He earned a doctorate in financial sciences at EGADE Business School at the Monterrey Institute of Technology.

Research and Insights

Articles by Juan Sampieri

    Bond-Index Replication While Navigating Volatility

    4 mins read Blog | Mar 23, 2022 | Andy Sparks , Juan Sampieri , Chris Fenske

    Market volatility poses major challenges to investors trying to track bond indexes while also keeping transaction costs low. Can managers of funds tracking bond indexes balance transaction costs and tracking error?

    Why Is Climate-Transition Risk High in High Yield?

    6 mins read Blog | May 6, 2021 | Bruno Rauis , Juan Sampieri , Andy Sparks

    Investors increasingly focus on building greener portfolios. Some might expect bonds to be less exposed to climate-transition risk compared to equities, due to the seniority of bonds in the capital structure. But does that logic hold at the portfolio level?

    Climate Transition and Bonds: Risk or Opportunity?

    5 mins read Blog | Feb 23, 2021 | Bruno Rauis , Juan Sampieri , Andy Sparks

    The transition to a low-carbon economy could significantly redirect the flow of investments toward greener companies and technologies that limit carbon emissions. We consider the potential risk — and opportunity — for bond investors.

    Chinese Government Bonds: Higher Yield, Less Risk?

    6 mins read Blog | Nov 12, 2020 | Greg Recine , Juan Sampieri , Andy Sparks

    Global investors’ interest in Chinese government bonds has risen, as these bonds offer higher yields than developed-market sovereign debt. For investors thinking about adding Chinese bonds to their portfolios, what could be the impact on portfolio risk?

    Hedging Inflation: A Scorecard

    5 mins read Blog | Aug 26, 2020 | Juan Sampieri , Andy Sparks

    Aggressive actions by central banks and soaring government budget deficits have raised concerns among some investors that inflation may significantly rise. We examine whether an inflation hedge was worth the cost over the past 13 years.

    Did Bonds Deliver? Leveraging Fixed Income During the COVID Crisis

    Blog | Jul 29, 2020 | Juan Sampieri , Andy Sparks

    Investors may employ leverage with lower-risk asset classes such as bonds to seek higher risk and returns. We assessed the effects of leverage on the returns of three hypothetical multi-asset-class portfolios during the COVID-19 crisis.

    Four COVID-19 Scenarios: What Might Happen Next?

    Blog | May 21, 2020 | Thomas Verbraken , Juan Sampieri

    Our latest COVID-19 stress test looks at four potential financial-market outcomes ranging from a swift V-shaped recovery to a pessimistic L-shaped scenario, in which outbreaks recur and lockdowns return well into 2021.

    How could coronavirus impact credit markets?

    Blog | Mar 25, 2020 | Juan Sampieri , Andy Sparks , Thomas Verbraken

    While newspaper headlines are focused on volatile stock markets stemming from the COVID-19 pandemic, credit markets are not immune. Our latest stress test asks, “What would it mean for portfolios if losses reached 2008 levels?”

    A coronavirus stress test for global markets

    Blog | Mar 4, 2020 | Thomas Verbraken , Chenlu Zhou , Juan Sampieri

    After the coronavirus spread to multiple continents, markets recorded the worst week since the crisis. How much further could markets drop if epidemic turns into pandemic? Our stress test indicates room for further losses.

    Something for nothing? Increasing bond duration may not increase portfolio risk

    Blog | Nov 19, 2019 | Andy Sparks , Juan Sampieri

    Asset allocators may consider lengthening the duration of their bond portfolios to prepare for a potential recession in the U.S. But could duration extension push risk above target thresholds? Maybe not.