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MSCI Blog

What does Saudi Arabia inclusion mean for EM investors?

Feb 5, 2019 Saurabh Katiyar
MSCI Blog

What Fed monetary policy has meant for factors

Feb 6, 2019 Raina Oberoi, Abhishek Gupta

As interest rates in the U.S. started increasing in late 2015, many investors expressed concerns over the impact that rising rates could have on their investments. However, the tone of the U.S. Federal Reserve (the Fed) shifted from “we’re a long way from neutral” in October last year to a more accommodative stance of “we will be patient” early this year, re-emphasizing that expression at the January 2019 Federal Open Market Committee meeting.

MSCI Blog

Is MBS refinance risk increasing?

Oct 12, 2018 Joy Zhang

With the Federal Reserve raising interest rates and the majority of agency mortgage-backed securities (MBS) under the refinance threshold, how much do investors need to worry about refinance risk? Our model indicates that future refinance regimes would be similar to recent 2016 experiences, and this view is consistent with current behavior of MBS empirical durations. However, investors may want to remain vigilant, as the recent trend toward looser mortgage credit standards by agencies and regulators could increase the prepayment intensity of future refinance waves.

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MSCI Blog

Underwater assets? Real estate exposure to flood risk

Sep 17, 2019 Gillian Mollod, Will Robson

Extreme weather events and natural disasters have become more frequent and intense; the number of floods has quadrupled since 1980 and doubled since 2004. Properties that appear attractive today could be underwater or reduced to ash before their return on investment is fully realized. Yet investors struggle to quantify the severity of long-term climate risks; they seek both a better understanding of their exposure and improved ways to manage it.

MSCI Blog

Are rates and equities losing their balance?

Sep 16, 2019 Peter Shepard

For most of the past two decades, a benevolent relationship between bonds and equity has prevailed as a central pillar of asset allocation. Falling equity markets consistently coincided with falling interest rates, providing an effective hedge between bond and equity allocations. Now, talk of weaker central-bank policy or a risk of deflation has many asset allocators focused on the future of the rates-equity correlation. 

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