Extended-lister
Showing 381 - 390 of 461 entries
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Methodology
MSCI Core Real Estate Index MethodologyPDF
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Methodology
MSCI Core Real Estate Indexes MethodologyPDF
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Methodology
MSCI Fixed Income ESG Universal Indexes MethodologyPDF
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Research Report
Currency Hedging: Adapting to VolatilityIn the past, institutional investors largely ignored currency hedging in their international equity portfolios. With the globalization of the equity portfolio and recent market volatility, they no longer can afford to do so. However, how to hedge foreign-exchange exposure is receiving renewed scrutiny. Static hedges have delivered higher risk-adjusted returns compared with unhedged portfolios over a long-term horizon. The static hedge, however, faces challenges in adapting to changing market...
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Research Report
Modeling Future Shocks: MSCI Best Practices for Predictive Stress TestingThe aftermath of the 2008 global financial crisis taught the risk industry that expert judgment and economic insight may help investors anticipate and avoid exposure to major financial downturns by using forward-looking models, such as predictive stress tests. But there is no consensus on how to create these scenarios. In this paper, we portray MSCI best practices for stress testing in a flowchart that guides risk managers through a series of steps that lead to a structured way of stress...
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Research Report
Research Insight - Risk from Any Altitude: Using the BarraOne Macro Factors - March 2014This Research Insight is the first in a series of practitioner-oriented case studies based on typical problems faced by institutional investors. This paper addresses the new 'Macro Factor' feature in BarraOne 3.8. Many institutional investors benefit from the granularity of a bottom-up factor model, while others prefer a more aggregated view, decomposing risk into broader themes. The BarraOne Macro Factor feature allows investors to have both views: 'zooming out' to the desired level for top...
Risk Management Analytics BarraOne
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Research Report
Australia's Fossil Fuel Projects: Dead in the WaterRisking impact to the Great Barrier Reef off Australia’s coast, the northeastern state of Queensland is seeing major development for new and expanded coal and gas projects, demanding a dramatic increase of port and rail capacity in chase of export opportunities to Asia. However, climate change and other environmental regulations and movements overshadow these investments, raising questions of their long term prospects and investment value.
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Newsletter
Index Update - July 2012Online Version | Contact Us Index Update From MSCI | July 2012 Product Launch MSCI Economic Exposure Security Data At the end of Q3, MSCI will be...
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Methodology
MSCI ESG Universal Indexes MethodologyPDF
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Methodology
MSCI Fixed Income Benchmark Family- Benchmark StatementPDF