Extended-lister
Showing 411 - 420 of 499 entries
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Research Report
Liquidity Risk Reporting Service for UCITS FundsMSCI has developed a Liquidity Risk Reporting Service that aims to help UCITS funds address the regulatory risk management and reporting requirements prescribed by the European Securities and Markets Authority (ESMA). Return to main page on LiquidityMetrics
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Research Report
Back to the Future of Risk ManagementIn 2009, MSCI conducted a global survey, The Future of Market Risk Management. The goal of this survey was to identify the most relevant issues for market risk, the role of the risk manager, and risk trends resulting from the aftermath of the financial crisis. In this paper, we review the results of the latest survey, MSCI’s 2011 Global Asset Owners Survey: Back to the Future of Risk Management. With 85 participants from 26 countries, this survey looks at risk management...
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Research Report
Barra Hedge Fund Model (HFM2) Research NotesRisk Management Analytics BarraOne
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Newsletter
Risk Update - June 2011Risk Update From MSCI | June 2011 Online Version Contact Us Product Updates and New FeaturesExtending Performance Attribution to RiskManager Clients through Managed ServicesEvent NewsMSCI 2011 Risk Management and Asset Allocation Survey Product Updates and New FeaturesUpdated Mortgage Pre-Payment Model in BarraOneThe latest release of the BarraOne, version 3.4.2, includes a significant update to the mortgage prepayment model used in the valuation of...
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Newsletter
Headlines 22Headlines From MSCI | Issue 22 Online Version Contact Us Andy Sparks Joins as New Head of Product Management for Risk Management AnalyticsFree Trial of MSCI Alternatively Weighted Indices through FactSetAnnual Market Classification ReviewWebinar - Insights into MSCI ESG IndicesWebsite SurveyMSCI Research Conferences Andy Sparks Joins as New Head of Product Management for Risk Management AnalyticsMSCI has appointed Andy Sparks to head the technical...
Portfolio Management Analytics Risk Management Analytics
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Research Report
Model Insight - Barra Commodity Model COM2 - March 2011This Model Insight explains the Barra Commodity Model (COM2), which covers a broader set of commodities, attributes risk to an expanded set of factors, and provides more accurate risk estimates along the commodity term structures.
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Newsletter
Risk Update - March 2011Risk Update From MSCI | March 2011 Online Version Contact Us Extending Performance Attribution to RiskManager ClientsHoward Hughes Medical Institute - Addressing Market and Counterparty Credit RiskManaged Services Supporting Cross Business UnitsProduct Updates and New FeaturesNewswire Cross-Product SolutionsExtending Performance Attribution to RiskManager ClientsWith the MSCI acquisition of RiskMetrics Group in June 2010 and the foreseeable integration of two...
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Product Documentation
CreditManager White Paper
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Product Documentation
Case Study Rand Merchant BankLearn how RMB, the investment banking arm of FirstRand, one of South Africa's largest JSE-listed financial services groups, successfully built consistent risk frameworks that integrate market and credit risk, allowing them to create a framework for calculating the 'incremental risk charge' in the trading book. One of the challenges mastered by RMB was to adjust the risk model to take into account both available data in the local market and the current changing economic conditions. This case...
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Product Documentation
BenchNote - A New Monte Carlo Simulation Methodology