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MSCI Analytics Client Workshop

Please join MSCI for an Analytics Client Workshop in Boston on February 13th, 2020 at the Downtown Harvard Club.. MSCI subject experts will share practical applications of the latest MSCI's analytics to solve trending investment problems. Details of the topics can be found at Link to the agenda.

Please join us at this event to learn best practices and network with MSCI and Industry professionals.

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February 13, 2020

Boston, MA


Time

8:30 a.m. - 12:00 p.m.

Location

Downtown Harvard Club
One Federal Street
38th Floor
Boston, MA 02110


Agenda

February 13, 2020
TIME DETAILS
8:30 a.m.

Breakfast and Registration

9:00 a.m.

Welcome and Opening Remarks

9:00 a.m.

Tax-aware strategies

  • With the help of Barra Open Optimizer and Barra Developers’ Toolkit, two of our  Open Architecture tools, we will analyze the  after-tax return of an index tracking strategy combined with tax-loss harvesting constraints and compare it with a strategy created  with a typical mean-variance optimization framework.

Edwin Amonoo, Executive Director, Client Coverage, MSCI

9:30 a.m.

MSCI Global Investable Markets Equity Model

  • An Introduction to the benefits of MSCI’s new Global Investable Markets Model for equities with regional factors. We will also look at some practical applications for the model in risk management and portfolio construction.

Xinxin Wang, Executive Director, Client Coverage, MSCI

10:00 a.m.

MSCI Stress Testing

  • MSCI’s RiskManager stress tests capabilities have long been used in the industry by risk professionals to estimate the potential gain or loss incurred by a portfolio from a prescribed market scenario. In this session we will go over some best practices for designing a stress tests:
    • General guidelines on the creation of stress tests
    • The use of the Mahalanobis Distance as an indicator for the compatibility of a covariance matrix to the defined stressed factors
    • Stress test segmentation as a way to focus the predictive behavior to a specific set of risk factors

Douglas McEneaney, Vice President, Client Coverage, MSCI

10:30 a.m.

Multi Asset Class Systematic Strategy Factor Trends

  • Systematic strategy factors like Value and Momentum have been common in equity for decades but many investors now recognize there are a variety of systematic strategy factors employed across asset classes – credit, interest rates, currency and commodities. MSCI’s innovative multi-asset class systematic strategy factors provide insight into the spectrum between traditional alpha and beta and allow investors to monitor risk and return from these factors.
11:00 a.m.

MSCI WealthBench Use Case: A Solution for Asset Gathering and Sales Enablement

  • Asset Managers’ Sales and Distribution teams are constantly looking for new ways to provide meaningful, actionable insights for their clients in order to drive deeper engagement and increase sales.
  • MSCI WealthBench integrates MSCI’s best of breed risk, planning, and portfolio management tools (such as the Barra Optimizer and Barra Multi Asset Class Model) into a high volume, easy-to-use portfolio analysis and proposal generation software application.
  • See how users can, on-the-fly, enter a client portfolio, as well as optimization objectives and constraints, and quickly generate pre and post optimization factor risk attribution, stress tests, performance analytics and more in a client friendly PDF.
11:30 a.m.

ESG Developments in Climate Risk and Reporting

As demand to better understand the risk implications of climate change on one’s portfolio continues to rise, the MSCI ESG team will discuss the latest climate change solution developments using next generation data, analysis and tools.

Nelle Coady, Executive Director, Client Coverage, Americas, MSCI

12:00 p.m.

Closing Remarks

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Event Speakers

Edwin Amonoo

Executive Director, Client Coverage | MSCI

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Nelle Coady

Executive Director, Client Coverage, Americas | MSCI

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Douglas McEneaney

Vice President, Client Coverage | MSCI

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Xinxin Wang

Executive Director, Client Coverage | MSCI

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