MSCI in Practice: Multi-Period Stress Testing: A New Lens for Portfolio and Risk Management

We are pleased to continue our MSCI in Practice series to bring you actionable insight to help build better portfolios. On February 10, 2021, we present: 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 will demonstrate how different portfolio allocation strategies perform under hypothetical multi-period inflation scenarios. 

Please click here to view the recording.