Maksim is an Executive Director in Multi-Asset Class General Pricing Research, a team that covers the pricing and risk modeling of various asset classes across MSCI analytics. Previously, he worked at FEA, where he developed pricing models for complex derivatives. Maksim holds a bachelor’s degree in mathematics from Brandeis University and a doctorate in industrial engineering and operations research from the University of California at Berkeley.
Research and Insights
Articles by Maks Oks
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.
Repo-market turmoil may not spell SOFR’s endBlog | Oct 24, 2019 |
Investors and the media have begun to worry that the secured overnight financing rate (SOFR) — the U.S. interest-rate benchmark meant to address issues with and replace USD LIBOR — may introduce a new set of problems. Are the concerns justified?
Evaluating the Impact of LIBOR FallbackBlog | Apr 3, 2019 |
The planned discontinuation of LIBOR and other interbank offer rates sometime in 2022 will affect a large number of existing financial contracts based on these benchmarks.