MSCI in Practice: Multi-Period Stress Testing: A New Lens for Portfolio and Risk Management
Multi-Period Stress Testing (MPST) is a new MSCI innovation that enables investors to understand the impact of hypothetical scenarios that could take over a decade to play out. MPST’s ability to compute shocks over multiple periods provides more realistic long-horizon scenarios for risk management and portfolio construction.
During this webinar we demonstrated how different portfolio allocation strategies perform under hypothetical multi-period inflation scenarios.
- Review the foundation for Multi-Period Stress Testing
- Use MPST scenarios to analyze the impact of reflation, disinflation and stagflation on different allocation strategies
- Understand the trade-off between short-term drawdown and long-horizon return
Feb 22 2021
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