The Art and Science of Scenario Analysis

Advances in scenario analysis are helping institutional investors better prepare for material long-term risks. In this session, Andy Sparks, MSCI’s head of portfolio management research, and Rick Bookstaber, Fabric’s co-founder and head of risk, explore factor-based scenarios that address current structural risks with a focus on inflation, stagflation and recession. This presentation, from the annual MSCI Institutional Investor Conference, co-hosted with CalSTRS and CalPERS, took place on Oct. 18, 2022.