MSCI Lunch Seminar: Investment Risk and Performance

Markets have observed a rebound in volatility this year. Investors are facing key events such as changes in US trade policies, the spectre of Italy leaving the European Union, and Emerging Market currency shocks. At the same time, portfolio management is being reshaped with various active, factor, and passive investment strategies, and also the integration of ESG for achieving sustainable returns.

Please join us in a session where we will walk through key updates in scenario analysis and stress testing, and practices in portfolio managers’ performance evaluation.

Agenda Topic:

1. Key Updates in Scenario Analysis

a. Recent Market Scenarios such as US-China Trade War, Italian Exit, and their impact on portfolios

b. Best Practices in Scenario Construction

2. Performance Evaluation

a. Case study of Equity and Fixed Income Portfolios’ Performance Attribution

b. ESG Analysis of Portfolios