Extended-lister
Showing 11 - 20 of 152 entries
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Support Site Video
Management of Negative Interest Rates in RiskMetrics RiskManager and BarraOneRisk Management Analytics BarraOne RiskMetrics RiskManager
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Research Report
MSCI Risk Monitor: RiskMetrics® Europe - February 2016Under a standard RiskMetrics forecasting model, this monthly Risk Monitor reports on the evolution of risk forecasts for 12 key risk factors chosen for their relevance to European investments.
Risk Management Analytics RiskMetrics RiskManager
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Research Report
Backtesting Year in Review - A Look at 2015For this year’s backtesting review, MSCI began by analyzing how each of four types of simulation models available in RiskMetrics RiskManager—Monte Carlo, historical, filtered historical and weighted historical—performed over the year ended December 31, 2015.
Risk Management Analytics RiskMetrics RiskManager
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Research Report
MSCI Risk Monitor: RiskMetrics Europe - January 2016Under a standard RiskMetrics forecasting model, this monthly Risk Monitor reports on the evolution of risk forecasts for 12 key risk factors chosen for their relevance to European investments.
Risk Management Analytics RiskMetrics RiskManager
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Research Report
MSCI Risk Monitor - RiskMetrics Global - January 2016Under a standard RiskMetrics forecasting model, this monthly Risk Monitor reports on the evolution of risk forecasts for 12 key global risk factors. The report examines changes in volatility and correlation behavior, and identifies days on which factor returns were a surprise relative to the risk forecasts.
Risk Management Analytics RiskMetrics RiskManager
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Research Report
MSCI Risk Monitor - RiskMetrics Europe - December 2015Under a standard RiskMetrics forecasting model, this monthly Risk Monitor reports on the evolution of risk forecasts for 12 key risk factors chosen for their relevance to European investments. The report examines changes in volatility and correlation behavior, and identifies days on which factor returns were a surprise relative to the risk forecasts.
Risk Management Analytics RiskMetrics RiskManager
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Research Report
MSCI Risk Monitor - RiskMetrics Global - December 2015Under a standard RiskMetrics forecasting model, this monthly Risk Monitor reports on the evolution of risk forecasts for 12 key global risk factors. The report examines changes in volatility and correlation behavior, and identifies days on which factor returns were a surprise relative to the risk forecasts.
Risk Management Analytics RiskMetrics RiskManager
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Research Report
MSCI Risk Monitor: RiskMetrics Europe - November 2015Under a standard RiskMetrics forecasting model, this monthly Risk Monitor reports on the evolution of risk forecasts for 12 key risk factors chosen for their relevance to European investments.
Risk Management Analytics RiskMetrics RiskManager
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Research Report
MSCI Risk Monitor - RiskMetrics Global - November 2015Under a standard RiskMetrics forecasting model, this monthly Risk Monitor reports on the evolution of risk forecasts for 12 key global risk factors. The report examines changes in volatility and correlation behavior, and identifies days on which factor returns were a surprise relative to the risk forecasts.
Risk Management Analytics RiskMetrics RiskManager
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Research Report
Stress Testing a China Hard LandingThe persistent decline in Chinese equities and commodity prices this summer renewed investor concerns about a possible economic hard landing in the Asian giant. Combining the MSCI Macroeconomic Risk Model with RiskManager’s predictive stress testing capabilities, we illustrate how investors can quantify the potential impact of a China hard landing on global multi-asset class portfolios. We design two stress test scenarios: a medium contagion scenario and a high contagion scenario. Under the...
Risk Management Analytics RiskMetrics RiskManager