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MSCI in Practice: Modelling Private Infrastructure in a Multi-Asset Class Portfolio

We are pleased to continue our MSCI in Practice series to bring you actionable insight to help build better portfolios. On February 24, 2021, we present: Modelling Private Infrastructure in a Multi-Asset Class Portfolio Using BarraOne.

Private infrastructure is a growing part of our clients’ portfolios. It is a very diverse asset class, presenting unique challenges to modeling its risk exposures, integration with other asset classes, and impact on the total portfolio. 

During this webinar we demonstrate how to identify and quantify exposure to systematic infrastructure factors, and how infrastructure holdings affect a multi-asset class portfolio’s total risk profile. We will also review how to more precisely represent private infrastructure based on key characteristics, and differences between private infrastructure-specific factors and proxy approaches. 

Agenda topics

  • Insights into Infrastructure
  • Introduce MSCI Private Infrastructure modelling service
  • Capture heterogeneous characteristics into systematic factors in the MAC model
  • Portfolio risk analysis and stress testing

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Feb 24 2021


Time

8:00 a.m. PST
11:00 a.m. EST
4:00 p.m. GMT

Location

Virtual Platform

Event Speakers

Puneet Kumar

Executive Director, Client Coverage | MSCI

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Miguel Leboreiro

Vice President, Analytics | MSCI

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Yang Liu

Executive Director, Factor Research | MSCI

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