Extended-lister
Showing 91 - 100 of 127 entries
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MSCI Blog
Beware of FRTB Cliff Effects. Sharp Curvatures Ahead.The Basel committee’s revised market-risk capital requirements contain a small surprise with potentially big implications. Cliff effects remain in the framework.
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MSCI Blog
European securitization at the regulatory crossroadsHave new European Union reforms clouded the future of the securitization market in Europe?
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MSCI Blog
Fed policy, the credit cycle and real estateAmid the uncertainty over Federal Reserve policy, investors in commercial real estate (CRE) are confronting asset-allocation challenges and growing concerns about CRE valuation and debt levels, after an extended period of easy credit.
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MSCI Blog
Are You Ready for Uniform MBS? (Part 2)Aligning prepayment speeds of Fannie Mae and Freddie Mac securities presents a major challenge to the success of uniform mortgage-backed securities (UMBS), which the two government-sponsored enterprises will launch on June 3.
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MSCI Blog
A More politicized Fed? The Market YawnsCould the Federal Reserve Board (the Fed) become less independent, with political forces exerting more influence?
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MSCI Blog
Are You Ready For Uniform MBS? (Part 1)Fannie & Freddie will conclude Single Security Initiative (SSI) June 3, 2019, creating a single to-be-announced (TBA) market & a new TBA security: the uniform mortgage-backed security (UMBS)
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MSCI Blog
What Yield-Curve Inversions Have Meant For MarketsInversion of the yield curve has historically been a reliable indicator that a recession is coming. But what has it implied for stock prices and Treasury rates?
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MSCI Blog
Evaluating the Impact of LIBOR FallbackThe planned discontinuation of LIBOR and other interbank offer rates sometime in 2022 will affect a large number of existing financial contracts based on these benchmarks.
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MSCI Blog
Have High-Yield ETFs Created Liquidity Risk?In the fourth quarter of 2018, redemptions of high-yield ETFs soared to approximately 25% of these funds’ assets under management (AUM), according to data provider IHS Markit.
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MSCI Blog
A New Day for Monetary Policy?Listen as MSCI’s Andy Sparks discusses potential implications of the US Federal Reserve’s sharply softening monetary policy, and whether the role of central banks has changed.