MSCI in Practice - Measuring U.S. Equity Risk During Markets in Crisis

The COVID-19 pandemic continues to unfold as we adapt to the changing landscape that has touched all aspects of our lives. To help navigate these turbulent times, MSCI has developed a series of webinars to provide actionable insight during this current environment.
Our series kicks off April 15 with Measuring U.S. equity risk during markets in crisis and will continue each Wednesday @ 11am ET. This webinar explores how unprecedented moves in capital markets have played out within the U.S. equity market using risk factor models tailored for different market horizons. We use short-term risk factor models to provide insights into changes in risk levels and factor behavior through the lens of the MSCI U.S. Total Market family of models.

Agenda:
Measuring U.S. equity risk during markets in crisis

• Implications for risk management across different time horizon modelling
• Significance and magnitude of factor returns during recent volatile market conditions
• A comparison of factor volatility observed across previous periods of extreme market stress