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Manuel Rueda

Manuel Rueda

Vice President, MSCI Research

Manuel Rueda is a member of the Fixed Income and Multi-Asset Class Research team. He focuses on risk modeling for credit assets and machine-learning applications for factor research. Before joining the research team, Manuel worked in data management at MSCI. He holds a B.S. in Economics from the Monterrey Institute of Technology and Higher Education and an M.S. in Data Science from Columbia University.

Research and Insights

Articles by Manuel Rueda

    AI Portfolio Insights and the Future of Risk Management

    Research Report | Jun 10, 2024 | Andrew DeMond, Manuel Rueda, Greg Recine, Samuel López, Vicente Albíter, Will Baker, Zach Tokura

    The role of risk management for institutional investors is evolving. Risk leaders are looking to broaden their teams’ focus beyond traditional risk measurement and increase their influence with investment teams. How could AI help? 

    Carrying on Through a Crisis, with Factors

    4 mins read Blog | Jan 13, 2021 | Andrew DeMond, Manuel Rueda

    Factors have long had a place in constructing equity portfolios, but investors increasingly use factors in sovereign and corporate bonds, commodities and currencies. Which non-equity factors have been the best performers coming out of recent crises, and why?

    The Doctor Is Making House Calls: Capturing Exposure to Telehealth

    6 mins read Blog | Dec 16, 2020 | Manuel Rueda, Gaurav Trivedi

    Telehealth has the potential to reduce inequalities in access to care as well as relieve strain on health systems. We tested an approach that combines natural-language processing and MSCI ESG Ratings screens.

    Hertz So Good?

    3 mins read Blog | Sep 30, 2020 | Hamed Faquiryan, Manuel Rueda

    We look at the unusual bankruptcy of Hertz Global Holdings Inc. — whose equity rallied in early June, when holders of Hertz bonds were expecting losses as high as 90% in default — to discuss the importance and subtleties of firms’ capital structures.

    Measuring Firms’ Remote-Workforce Abilities

    Blog | Jul 14, 2020 | Howard Zhang, Daniel R. Barrera, Manuel Rueda

    It’s clear that some companies were better positioned to take advantage of a remote work environment than others. We built a hypothetical “remote-operation capacity” factor to seek to measure the effect on different firms.

    Liquidity and correlation in the Chinese credit market

    Blog | Jul 9, 2019 | Manuel Rueda

    China’s stock market has drawn huge attention from global investors, especially as China A shares have been added to leading equity indexes. But the same cannot be said for the country’s 38 trillion CNY (USD 5.5 trillion) credit market, now the second-largest in the world. Despite the market’s overall size, foreign investor participation remains miniscule, with overseas bondholders accounting for less than 1% of the total holdings.

    Venezuela and the Specter of Recovery Risk

    Blog | Feb 14, 2019 | Manuel Rueda, Hamed Faquiryan

    Venezuela unfortunately finds itself on the verge of political and economic collapse. From the perspective of investors in the country’s sovereign and corporate bonds, recovery risk is now likely a bigger consideration than default risk.