Extended-lister
Showing 71 - 80 of 143 entries
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MSCI Blog
‘Nowcasting’ private equity in the coronavirus crisisWhat may be happening to the value of portfolios of private assets during the COVID-19 crisis? We used MSCI’s private-equity model, which integrates data on private assets from our partner Burgiss, to try to shed some light.
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MSCI Blog
How could coronavirus impact credit markets?While newspaper headlines are focused on volatile stock markets stemming from the COVID-19 pandemic, credit markets are not immune. Our latest stress test asks, “What would it mean for portfolios if losses reached 2008 levels?”
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MSCI Blog
Asset allocation and index futures during market crisesDuring market crises, institutional investors have employed derivatives contracts to hedge market risks or express views on certain performance/risk characteristics. We explore prior use of futures for exposure management and tactical asset allocation.
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MSCI Blog
市场危机中的资产配置与指数期货机构投资者通常利用期货、期权等衍生品合约对冲市场风险,或在某些特定市场环境中表达投资观点。
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MSCI Blog
Updating the MSCI Agency MBS model for the COVID-19 crisisThe COVID-19 pandemic has severely strained U.S. housing finance, distorting near-term prepayment speeds for mortgage-backed securities. With MBS in uncharted territory, we updated the MSCI Agency MBS Model to help investors during the crisis.
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MSCI Blog
How coronavirus could hurt Chinese consumer ABSThe slowing Chinese economy and trade uncertainty had already put strains on the performance of Chinese consumer asset-backed securities. The COVID-19 pandemic could further harm the performance of these securities. Investors may wish to gauge the risks.
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MSCI Blog
What scenarios has the US equity market priced in?With the outbreak of the COVID-19 pandemic, the U.S. equity market turned sharply downward. We performed a reverse stress test considering various scenarios that potentially explain current valuations.
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MSCI Blog
Coronavirus and oil hit equities — how low can we go?We compare the market turmoil sparked by the coronavirus pandemic with levels of volatility, drawdown and recovery after 9/11 and the global financial crisis (the two other similarly severe economic and market shocks of the last 20 years).
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MSCI Blog
Have corporate green bonds offered lower yields?Green bonds tended to offer lower yields than comparable non-green corporate bonds. What could explain green bonds’ lower yields? And is there any relationship between green-bond issuers’ environmental scores and bond yields?
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MSCI Blog
Coronavirus and a potential MBS convexity whipsawAmid rising fears that the human toll of coronavirus will have a significant impact on the global economy, investors have sought safety in Treasurys and driven yields to all-time lows. This rate rally has posed a hedging challenge for investors in mortgage-backed securities.