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The Impact of Macro Factors for Canadian Equities

Case Study: The new Barra Canada Equity Model (CAE5)

MSCI is launching a new Barra Canada Equity Model (CAE5) in January 2012 that for the first time includes macro economic factors in addition to industry and fundamental and technical style factors. This webinar offers details on the importance of these macro factors for Canada and highlights the insights they can provide for risk and portfolio management for Canadian Equity Managers. Typical stress tests will include macro shocks and with CAE5 stress tests will become more valuable. Risk reporting to boards and senior managers can be more intuitive. Additionally, the quality of the risk forecast can improve significantly and the risk model can become more aligned with the typical portfolio management approach of Canadian Equity Managers.

Join Vice President Oleg Ruban as he present the benefits and unique capabilities of CAE5.

Agenda Topics Include:
  • The new Canadian Equity Model
  • Risk and Performance Attribution with Macro Factors
  • Risk and Portfolio Management with the new Canadian Equity Model

Video - Client Only ยป