Extended-lister
Showing 1 - 10 of 127 entries
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MSCI Blog
Markets in Focus: Narrow Yield Spread and High Crowding Pressure EquitiesEclipsing equity and bond yields and high crowding may be signs of a vulnerable equity market. We compare equity/bond yield spreads in the major regional markets along with crowding in sectors and regions.
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MSCI Blog
Are Russian Stocks Worthless?Investors in Russian securities have faced sizable hurdles trying to manage and value their positions. Our research of the CDS market suggests that Russian stocks are essentially worthless, in contrast to the prices listed on the Moscow Exchange.
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MSCI Blog
Russian Bonds: Rolling Back the Default ClockThe 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.
RiskMetrics CreditManager Equity Risk Models
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MSCI Blog
Low Carbon and High Liquidity for Bond Investors?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.
ESG Ratings ESG Climate VaR LiquidityMetrics ESG Climate Solutions
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MSCI Blog
Riding Rising Interest Rates with the Agency-MBS ModelExpectations 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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MSCI Blog
China’s Green-Bond Market: Growing Issuance and Historical OutperformanceChina’s green-bond market has grown rapidly in recent years and is now second in size only to the U.S. Understanding the reasons behind this market’s growth and performance may help investors as they consider incorporating Chinese green bonds in portfolios.
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MSCI Blog
中国绿色债券市场:发行量不断增长, 历史表现优异中国已成为仅次于美国的全球第二大绿色债券发行国家。
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MSCI Blog
US ABS: Strong Bounce Back, Uneven PerformanceAs the U.S. job market has begun to recover, so have consumer credit levels. The issuance of U.S. consumer asset-backed securities (ABS) had a strong bounce back in 2021. What drove this surge across ABS markets?
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MSCI Blog
Managing Climate-Transition Risk in Credit PortfoliosCan managers take an active approach to systematically managing exposure of a corporate-bond portfolio to climate-transition risk? We investigate two different approaches to decarbonizing credit portfolios.
ESG Products & Services ESG Climate VaR ESG Climate Solutions
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MSCI Blog
How ‘Greenflation’ Could Impact Bond ReturnsInvestors and policymakers are increasingly focused on the fact that a transition to a low-carbon economy could result in “greenflation,” which could put upward pressure on long-term interest rates and in turn lead to downward repricing of bond portfolios.