Extended-lister
Showing 391 - 400 of 499 entries
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Support Site Video
Stress-Testing in BarraOne: Contemplating a Eurozone Breakup
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Press Release
Japan's Pension Fund Association (PFA) Selects MSCI's RiskMetrics HedgePlatformPDFRiskMetrics HedgePlatform Measurisk
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Research Report
RiskMetrics Technical Note - Pricing of Options on Bond Futures - April 2012
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Webcast
Making Risk Additive: The Alpha & Beta of Risk Attribution and Risk DeltaYou are cordially invited to the second webinar in a Risk Analysis series that focuses on decomposing Total and Active Portfolio Risk into the weighted sum of Marginal Contributions to Risk.All Analytics are demonstrated with in-depth case studies in Barra Portfolio Manager and BarraOne. Agenda Topics Include:The Alpha and Beta of Risk AttributionDefinition of Market Timing and Residual RiskAttribution in Risk Decomposition, Factor Exposure Breakdown and Position ReportsTheory and...
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Support Site Video
Stress Testing: Currency Risk in the Eurozone
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Product Documentation
Introduction to RiskMetrics WealthBench
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Webcast
Stress Testing in RiskManager: Contemplating a Eurozone BreakupMSCI cordially invites you to a webinar where we will discuss a framework for the creation of a RiskMetrics RiskManager stress test where no historical references exist for the behavior of risk factors, horizon and risk climate that describe market risks resulting from a Greek default.Join us for future webinars in a series about stress testing:March 8 - Stress Testing: Currency Risk in the EurozoneMarch 20 - Stress Testing Best Practices Agenda Topics Include:Cross-asset risks...
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Newsletter
Risk Update - February 2012Online Version | Contact Us Risk Update From MSCI | February 2012 Product News FEA Integration Enables Rapid Pricing Model Rollout on RiskMetrics...
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Research Report
2011 Year in Review: Risk Model BacktestingIn response to the industry demand for transparency and standards for risk model performance, we present here the results of a model backtesting exercise performed on a number of standard risk models applied to a variety of fixed income and equity portfolios over the 2011 calendar year.
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Webcast
Making Risk Additive: Marginal Contributions to Risk and Correlation Risk AttributionWatch the first in a Risk Analysis webinars series that focuses on decomposing Total and Active Portfolio Risk into the weighted sum of Marginal Contributions to Risk.During this webinar, we provide an evaluation of the difference between Marginal Contribution to Active Risk and Marginal Contribution to Tracking Error and further increase granularity by decomposing Marginal Contributions into products of standalone asset risk and its correlation with the portfolio return. All analysis...
Portfolio Management Analytics Risk Management Analytics