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China at a Crossroads: Three Scenarios for Investors
May 9, 2022 Daniel Szabo, Thomas VerbrakenThe 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.

Value’s Lost Decade
May 6, 2022 ALIGHANBARI Mehdi, KATIYAR Saurabh, VIRGAONKAR Waman, JAIN ArihantValue 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.

Russian Bonds: Rolling Back the Default Clock
May 4, 2022 Andy Sparks, Gabor AlmasiThe 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.

Low Carbon 𝙖𝙣𝙙 High Liquidity for Bond Investors?
May 4, 2022 Afsaneh MastouriAs 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.

Sanctions Bring a New Form of Russian-Bond CDS Risk
Apr 26, 2022 Gabor Almasi, László AranySanctions 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.

MSCI Liquidity Risk Monitor Russia-Ukraine Special Report
Apr 12, 2022 MSCI ResearchDownload the special report highlighting key liquidity indicators from the Russia-Ukraine War.

Fed Policy and the Threat of Stagflation
Apr 4, 2022 Daniel Szabo, Will Baker, Thomas VerbrakenInvestors 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 Security Crowding Model
Feb 4, 2022 BONNE George, YAO JayThe MSCI Security Crowding Model extends the framework of the MSCI Factor Crowding Model to individual securities. Our primary motivation was to identify crowded stocks, which we assumed would underperform, on average, and be more susceptible to crashes. If the model is working as intended, we also assume uncrowded stocks would outperform. This would be consistent with our factor-crowding research. Because any security-level characteristic could potentially be a factor, we evaluated our crowding score and components as factors.
Risk’s Rising Role in Investment Strategy
Risk’s Rising Role in Investment Strategy
MSCI sponsors Risk.net survey on the changing role that risk offices play in the evolution of investment strategies.
Liquidity Risk Monitor Reports
Liquidity Risk Monitor Reports
The report demonstrates the movement of select liquidity risk indicators involving U.S. and non-U.S. corporate bonds and bank loans liquidity, and is designed to help you identify strategies for liquidity risk management.
Introducing ESG transparency for hedge fund portfolios
Introducing ESG transparency for hedge fund portfolios
MSCI RiskMetrics® HedgePlatform has integrated MSCI ESG Research to offer investors a range of ESG and climate metrics on hedge funds.
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