Extended Viewer

Scenarios, Stress Tests and Strategies for 2016

categories: Indexes, Portfolio Management Analytics, Americas, EMEAI, Risk Management Analytics, Factor and Risk Modeling, Investing (Investment Management), Asia Pacific, Asset Owners, Hedge Funds, Equities, Fixed Income, Multi-Asset Class, Asset Pricing and Valuation, Research Paper, SURYANARAYANAN Raghu, MOROZOV Andrei, KOUZMENKO Roman, ACERBI Carlo, BAYRAKTAR Mehmet, VERBRAKEN Thomas, Asset Managers (Quant or Fundamental), Banks, BARLAS Jahiz, BRIAND Remy, PHILLIPS Jesse, general

Heading into 2016, MSCI examined 12 stress points globally to be used in quantifying the effect on portfolios of a range of shifts in markets, liquidity and the macroeconomy. These stress points include the prospect of additional interest-rate hikes by the Federal Reserve, weakness in the eurozone and a deceleration in Chinese economic growth.

Download file