Free Trials for MSCI Indices on Bloomberg
MSCI is pleased to announce a joint initiative with Bloomberg, offering Bloomberg clients free 45-day trials of MSCI's core security level index products for developed, emerging and Asia Pacific markets. Special terms are also available for new subscriptions to the daily MSCI history data now on Bloomberg's Alpha platform. On Bloomberg, type MSCI <Go> to sign up.
Enhanced Dividend Announcement Process
MSCI aims to deliver the most comprehensive communication service for dividend announcements impacting MSCI index constituents. The MSCI Security Advanced Dividend File currently announces upcoming dividends prior to reinvestment. Now MSCI is also providing intraday e-mail announcements for the treatment of dividends that that have not been pre-announced and that are received during market hours on their ex-date. For details on the new dividend announcement policy, see the MSCI Index Calculation Methodology (Section 2). More >>>
MSCI Research on BP Oil Spill Implications
The recent BP crisis has potentially far reaching environmental and financial implications. Read on for the newly released 'The BP Oil Crisis Spills Over to UK Domestic Portfolios'. Coming soon, the research paper 'BP Oil Spill: Crude Facts and Green Costs'. More >>>
Managing Risk over Short and Long Horizons Using Barra Models
Correlations between individual asset classes can change over time. The Barra Integrated Model (BIM) Daily is a configurable daily factor model that can be used to identify early-stage changes in asset class correlations and the fundamental market factors driving those changes. Using the same factors as the flagship Barra long-horizon multi-asset class factor model, BIM Daily complements portfolio rebalancing and diversification decisions using short-horizon (1-10 day) forecasts. Find out more at the upcoming seminars in North America and Europe. More >>>
Incorporating Research Analysts' Recommendations into the Portfolio Construction Process
Learn how portfolio managers can use Barra Aegis to convert scores from research analysts' recommendations into alphas in order to capture and apply investment insights in a systematic fashion. This helps portfolio managers better reflect their forecasts, with more control on unintended risks and the undesired effects of 'alpha eating'. More >>>
Can Plan Sponsors Achieve Equity-Like Returns with Bond-Like Volatility?
The new research paper 'Perils of Parity' examines the strategy of adding leverage to pension plans' fixed income allocations to achieve 'equity-like returns with bond-like volatility' for the total plan. We show that the effectiveness of adding leverage to reduce volatility depends on the correlations between bonds and equities, the relative volatility of bonds versus equities, and the weights of the two asset classes in the portfolio. One challenge to implementing this strategy is that correlations between equities and fixed income have been positive over the long term, except for relatively brief periods during the previous decade. More >>>
Sovereign Risk Implications for Institutional Portfolios
Examine the impact of the sovereign debt crisis in Europe through the lens of the short-horizon version of the Barra Integrated Model (BIM) for fixed income in the webinar 'Olympian Sovereign Stress'. This recorded webinar also analyzes two historical scenarios in relation to the current uncertainty over sovereign fixed income returns. It then stress tests a stylized US pension plan using BarraOne. More >>>
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