Extended-lister
Showing 401 - 410 of 499 entries
-
Research Report
Missing the Same Risk TwiceIn this paper, we review dynamics of the CDS-bond basis during the 2008 Crisis and how it behaves in this new period of market distress. We explore the risk modeling challenges posed since 2008, and suggest a new model for keeping pace with the market today.
-
Newsletter
Risk Update - December 2011Online Version | Contact Us Risk UpdateFrom MSCI | December 2011» Change Preferences User's CornerEuropean Sovereign CDS CorrelationSovereign ContagionFor the past two years European sovereign risk has been largely focused on Greece, Portugal, Ireland, Spain and Italy. However, concern is now rising that France along other European countries may soon be impacted... Read moreProduct NewsForm PF Reporting Added to Hedge Fund Reporting SuiteOn...
-
Product Documentation
Riskmetrics RiskManager - Viewing Results DemoClients can view results in a dynamic interactive data viewer and output to Excel or production quality PDFs.See demo
-
Product Documentation
RiskMetrics RiskManager - What-if Analysis DemoClients can add a new trade, overlay a hedge, rebalance and see the impact of portfolio risk in seconds.See demo
-
Product Documentation
RiskMetrics RiskManager - Report Building DemoClients can create reports in seconds and select from a library of statistics and drilldowns, without setting complex parameters.See demo
-
Product Documentation
RiskMetrics RiskManager - Stress Testing DemoClients can see their potential losses due to "event risk", probe for portfolio-specific vulnerabilities and identify sensitivities to specific risk factors such as a rise in interest rates or changes in applied volatility.See demo
-
Product Documentation
RiskMetrics RiskManager - Market Data DemoClients can view and analyze 10 years of daily historical data for more than 750,000 time series across 85 markets.See demo
-
Product Documentation
RiskMetrics RiskManager - Portfolios & Positions DemoClients can edit and analyze their positions, including an integrated Terms & Conditions database.See demo
-
Product Documentation
Doctors Pension Funds Services selects MSCI's BarraOneDoctors Pension Funds Services (DPFS) is the fiduciary manager for the Dutch Pension Fund "Stichting Pensioenfonds voor Huisartsen" (SPH), the pension fund for the general practitioners in the Netherlands. DPFS manages EUR 7.1 BLN (USD 10 BLN) for approximately 16.500 participants in SPH. DPFS has a strong commitment to their clients and participants. After a rigorous evaluation process, they selected MSCI's BarraOne for their internal and external market-risk needs.
-
Newsletter
Risk Update - October 2011Online Version | Contact Us Risk UpdateFrom MSCI | October 2011» Change Preferences Product NewsBarraOne 3.5MSCI recently launched BarraOne 3.5 with new risk, performance, and model enhancements, including an enhancement of the new Barra Integrated Model (BIM 301). The BarraOne platform, powered by the Barra Integrated Model (BIM), allows users to identify the fundamental market characteristics driving volatility and measure the risks associated with them......