Fixed Income Indexes Blurb

 
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MSCI launches High Yield Fixed Income Climate Paris Aligned Indexes

MSCI is pleased to announce the launch of High Yield Fixed Income Climate Paris Aligned Indexes to help investors implement net-zero strategies in their portfolios. The indexes are designed to minimize the exposure to the physical and transition risks of climate change and increase target exposure to sustainable investment opportunities.

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Our Latest Research

MSCI Blog

China at a Crossroads: Three Scenarios for Investors

May 9, 2022 Daniel Szabo, Thomas Verbraken

The recent COVID-19 lockdowns in China and their impact on global supply chains add another concern for investors, on top of the Russia-Ukraine war. We model three scenarios for China and their potential spillover effects on global portfolios.

Research Paper

Value’s Lost Decade

May 6, 2022 ALIGHANBARI Mehdi, KATIYAR Saurabh, VIRGAONKAR Waman, JAIN Arihant

Value rebounded in 2021, after more than a decade of lackluster performance. No matter what the expectation going forward, there are useful lessons to be learned from value strategies’ behavior over the past two decades.

MSCI Blog

Russian Bonds: Rolling Back the Default Clock

May 4, 2022 Andy Sparks, Gabor Almasi

The Russian government’s decision on April 29 to pay holders of two dollar-denominated Russian sovereign bonds led to a major rally, encouraging some investors that Russia may avoid default. There are, however, more challenges ahead. 

MSCI Blog

Low Carbon 𝙖𝙣𝙙 High Liquidity for Bond Investors?

May 4, 2022 Afsaneh Mastouri

As corporate-bond investors embrace decarbonization as a goal in portfolio construction and management and benchmark selection, the question arises whether decarbonization targets are at odds with other desirable index attributes, such as liquidity.

MSCI Blog

Sanctions Bring a New Form of Russian-Bond CDS Risk

Apr 26, 2022 Gabor Almasi, László Arany

Sanctions on Russia have not affected credit-default swaps directly, but the settlement process following a default would rely on delivering and auctioning the sanctioned bonds. We examine this new form of recovery risk.

Research Paper

MSCI Liquidity Risk Monitor Russia-Ukraine Special Report

Apr 12, 2022 MSCI Research

Download the special report highlighting key liquidity indicators from the Russia-Ukraine War.

MSCI Blog

Fed Policy and the Threat of Stagflation

Apr 4, 2022 Daniel Szabo, Will Baker, Thomas Verbraken

Investors are increasingly focused on inflation and the Fed’s tightening of monetary policy. With the Russia-Ukraine war and resulting sanctions, they may also worry about slowing economic growth. We model three economic scenarios’ potential impact on markets.

MSCI Blog

Riding Rising Interest Rates with the Agency-MBS Model

Mar 1, 2022 Yihai Yu

Expectations of higher inflation dominated the market for U.S. agency mortgage-backed securities in 2021. We reviewed the performance of our agency-MBS model in 2021, to assess its accuracy and help investors manage MBS risk through what may be a volatile 2022.

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