Innovations in Risk Control Indexes

Over the last few years, investors have experienced significant shifts in equity market volatility. 2022 has been no exception and has led to an increasing number of investors looking to control risk within limits. The classic version of risk-control indexes involves the use of cash and/or U.S. Treasury as a risk-control tool alongside a growth asset, typically referenced to an equity index. While these approaches have been effective in stabilizing the level of volatility, utilization of these three assets may not have reached their full potential.

Maximum Exposure Risk Control index is an alternative optimized approach to risk control that aims to maximize weighted risk allocation of an equity and fixed income index. This new approach is an extension of MSCI’s existing Risk Control methodology and emerges from an extensive review and analysis by our research team. 

Watch our webinar on-demand, where our experts discussed how MSCI Maximum Exposure Risk Control Indexes compare to more traditional approaches to targeting volatility.

AGENDA 
1.    Introduction to the MSCI Maximum Exposure Risk Control Indexes 
2.    Product overview and use cases 
3.    Q&A 

Watch the session on-demand